+309.1%
PODD vs USFD
+369.7%
-60.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.1% |
| 7D | -2.1% | +3.0% | -5.1% | -2.8% |
| 30D | +9.0% | +11.1% | -2.0% | +6.2% |
| 3M | +5.2% | -0.3% | +5.5% | +5.1% |
| 6M | -3.2% | +15.9% | -19.0% | -7.2% |
| YTD | -48.5% | +41.6% | -90.1% | -53.6% |
| 1Y | -54.7% | +49.4% | -104.1% | -59.8% |
| 3Y | -7.8% | +157.8% | -165.7% | -29.7% |
| 5Y | -52.4% | +176.6% | -229.1% | -64.9% |
| All | +309.1% | +369.7% | -60.6% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling