+322.4%
PODD vs USFD
+375.5%
-53.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -9.1% | -0.2% | -8.9% | -9.0% |
| 30D | +7.3% | +12.3% | -5.0% | +4.2% |
| 3M | +3.7% | -0.7% | +4.4% | +3.7% |
| 6M | -2.7% | +31.3% | -33.9% | -9.6% |
| YTD | -47.2% | +45.7% | -92.9% | -52.8% |
| 1Y | -54.0% | +52.1% | -106.2% | -59.4% |
| 3Y | -3.3% | +158.2% | -161.5% | -26.3% |
| 5Y | -52.3% | +213.8% | -266.1% | -65.8% |
| 10Y | +322.4% | +367.0% | -44.6% | +147.2% |
| All | +322.4% | +375.5% | -53.1% | +147.2% |
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