+159.0%
PM vs USFD
+208.7%
-49.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.6% | +8.4% | -15.0% | -8.1% |
| 30D | -3.4% | +12.7% | -16.2% | -5.7% |
| 3M | +5.3% | +1.1% | +4.2% | +4.9% |
| 6M | +15.5% | +30.2% | -14.6% | +9.5% |
| YTD | +24.3% | +45.8% | -21.6% | +15.2% |
| 1Y | +29.7% | +51.9% | -22.2% | +19.3% |
| 3Y | +144.9% | +158.5% | -13.6% | +99.6% |
| 5Y | +159.0% | +208.0% | -49.0% | +100.7% |
| All | +159.0% | +208.7% | -49.7% | +100.7% |
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