-53.0%
PODD vs USFD
+214.9%
-267.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -4.1% | -3.3% | -0.8% | -2.9% |
| 30D | +0.8% | -5.3% | +6.1% | +2.8% |
| 3M | -6.1% | +18.8% | -24.9% | -12.3% |
| 6M | -40.0% | +14.3% | -54.2% | -43.4% |
| YTD | -49.9% | +36.9% | -86.8% | -56.9% |
| 1Y | -59.3% | +31.7% | -91.0% | -64.5% |
| 3Y | -17.2% | +164.5% | -181.7% | -48.8% |
| 5Y | -53.0% | +212.6% | -265.6% | -73.1% |
| All | -53.0% | +214.9% | -267.9% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling