-17.2%
PODD vs USFD
+162.9%
-180.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.2% |
| 30D | +0.8% | -5.3% | +6.1% | +2.2% |
| 3M | -6.1% | +18.8% | -24.9% | -10.5% |
| 6M | -40.0% | +14.3% | -54.2% | -42.5% |
| YTD | -49.9% | +36.9% | -86.8% | -55.9% |
| 1Y | -59.3% | +31.7% | -91.0% | -63.6% |
| 3Y | -17.2% | +164.5% | -181.7% | -53.4% |
| All | -17.2% | +162.9% | -180.2% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling