+407.8%
PODD vs USFD
+353.4%
+54.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.5% |
| 7D | -2.5% | +3.9% | -6.4% | -3.4% |
| 30D | +10.7% | +12.8% | -2.1% | +7.4% |
| 3M | +6.1% | +1.0% | +5.1% | +5.7% |
| 6M | -2.8% | +30.3% | -33.1% | -9.5% |
| YTD | -47.3% | +46.0% | -93.3% | -52.9% |
| 1Y | -53.2% | +49.6% | -102.8% | -58.4% |
| 3Y | -2.0% | +166.3% | -168.3% | -25.9% |
| 5Y | -52.9% | +208.4% | -261.3% | -66.1% |
| 10Y | +321.1% | +371.2% | -50.2% | +152.6% |
| All | +407.8% | +353.4% | +54.5% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling