+283.2%
PNC vs USFD
+329.0%
-45.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +1.4% | -3.0% | +4.4% | +2.5% |
| 30D | -3.8% | +3.5% | -7.4% | -5.3% |
| 3M | +9.0% | +26.6% | -17.6% | -0.9% |
| 6M | +16.6% | +11.7% | +4.9% | +10.9% |
| YTD | +20.4% | +38.1% | -17.7% | +4.4% |
| 1Y | +22.3% | +33.4% | -11.0% | +7.3% |
| 3Y | +124.5% | +155.8% | -31.3% | +51.1% |
| 5Y | +54.1% | +214.0% | -160.0% | -6.8% |
| 10Y | +276.3% | +320.4% | -44.1% | +90.4% |
| All | +283.2% | +329.0% | -45.8% | +94.4% |
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 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