+205.0%
PM vs USFD
+329.0%
-124.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 6M | +3.7% | +11.7% | -8.0% | +1.3% |
| YTD | +15.8% | +38.1% | -22.4% | +8.2% |
| 1Y | +17.4% | +33.4% | -16.0% | +10.3% |
| 3Y | +116.9% | +155.8% | -38.9% | +77.4% |
| 5Y | +117.3% | +214.0% | -96.7% | +67.4% |
| 10Y | +193.8% | +320.4% | -126.6% | +97.6% |
| All | +205.0% | +329.0% | -124.0% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling