+117.4%
PM vs USFD
+215.8%
-98.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | -3.0% | -1.9% | -4.3% |
| 30D | -3.4% | +3.5% | -6.9% | -4.1% |
| 3M | +5.2% | +26.6% | -21.4% | +0.5% |
| 6M | +3.7% | +11.7% | -8.0% | +1.3% |
| YTD | +15.8% | +38.1% | -22.4% | +8.6% |
| 1Y | +17.4% | +33.4% | -16.0% | +10.7% |
| 3Y | +116.9% | +155.8% | -38.9% | +77.4% |
| All | +117.4% | +215.8% | -98.4% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling