+59.9%
PPL vs USFD
+156.9%
-97.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.2% |
| 30D | +0.5% | +3.5% | -3.1% | -0.2% |
| 3M | +0.7% | +26.6% | -25.9% | -3.2% |
| 6M | -7.6% | +11.7% | -19.3% | -9.5% |
| YTD | +1.8% | +38.1% | -36.3% | -4.3% |
| 1Y | -0.8% | +33.4% | -34.1% | -6.2% |
| All | +59.9% | +156.9% | -97.0% | +31.2% |
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