+65.7%
PPL vs USFD
+359.1%
-293.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | +1.7% | +10.6% | -8.9% | -0.8% |
| 3M | +0.1% | -2.4% | +2.5% | +0.4% |
| 6M | -1.5% | +28.9% | -30.5% | -7.5% |
| YTD | +3.0% | +43.7% | -40.8% | -6.2% |
| 1Y | -1.4% | +48.5% | -49.9% | -11.0% |
| 3Y | +53.5% | +154.7% | -101.2% | +20.8% |
| 5Y | +46.4% | +218.4% | -172.0% | +6.8% |
| All | +65.7% | +359.1% | -293.4% | +5.6% |
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 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