+226.1%
PODD vs USFD
+322.5%
-96.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.3% |
| 30D | +0.8% | -5.3% | +6.1% | +2.2% |
| 3M | -6.1% | +18.8% | -24.9% | -10.4% |
| 6M | -40.0% | +14.3% | -54.2% | -42.3% |
| YTD | -49.9% | +36.9% | -86.8% | -54.5% |
| 1Y | -59.3% | +31.7% | -91.0% | -62.7% |
| 3Y | -17.2% | +164.5% | -181.7% | -37.4% |
| 5Y | -53.0% | +212.6% | -265.6% | -66.3% |
| 10Y | +226.1% | +329.7% | -103.6% | +91.6% |
| All | +226.1% | +322.5% | -96.4% | +91.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling