+60.2%
PPL vs USFD
+369.7%
-309.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.4% | +3.0% | -2.5% | -0.4% |
| 30D | +5.4% | +11.1% | -5.6% | +2.8% |
| 3M | +4.3% | -0.3% | +4.5% | +4.1% |
| 6M | -1.3% | +15.9% | -17.2% | -5.0% |
| YTD | +4.7% | +41.6% | -36.9% | -4.3% |
| 1Y | +1.3% | +49.4% | -48.1% | -8.7% |
| 3Y | +57.2% | +157.8% | -100.6% | +23.4% |
| 5Y | +48.2% | +176.6% | -128.4% | +11.7% |
| All | +60.2% | +369.7% | -309.5% | +0.9% |
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