+143.2%
PM vs USFD
+167.5%
-24.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.9% |
| 7D | -7.3% | +3.9% | -11.2% | -7.9% |
| 30D | -4.0% | +12.8% | -16.9% | -5.8% |
| 3M | +2.7% | +1.0% | +1.8% | +2.5% |
| 6M | +14.9% | +30.3% | -15.4% | +9.9% |
| YTD | +23.5% | +46.0% | -22.4% | +16.8% |
| 1Y | +30.4% | +49.6% | -19.3% | +23.0% |
| 3Y | +143.2% | +166.3% | -23.0% | +107.4% |
| All | +143.2% | +167.5% | -24.3% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling