+47.4%
PPL vs USFD
+340.6%
-293.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.4% |
| 7D | +1.0% | +3.9% | -2.9% | 0.0% |
| 30D | +6.8% | +10.7% | -3.9% | +4.3% |
| 3M | +3.9% | +6.3% | -2.5% | +2.1% |
| 6M | -2.0% | +16.2% | -18.3% | -5.7% |
| YTD | +5.3% | +41.9% | -36.6% | -3.7% |
| 1Y | +2.2% | +44.2% | -42.0% | -7.0% |
| 3Y | +56.7% | +159.8% | -103.1% | +23.1% |
| 5Y | +49.1% | +177.1% | -128.0% | +12.7% |
| 10Y | +63.6% | +376.2% | -312.5% | +6.6% |
| All | +47.4% | +340.6% | -293.2% | -4.7% |
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