+62.1%
PR vs USFD
+370.5%
-308.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.2% |
| 7D | -16.5% | +3.9% | -20.5% | -19.0% |
| 30D | -4.5% | +10.7% | -15.2% | -11.0% |
| 3M | +8.5% | +6.3% | +2.2% | +3.0% |
| 6M | -3.3% | +16.2% | -19.6% | -14.0% |
| YTD | +55.7% | +41.9% | +13.8% | +19.6% |
| 1Y | +82.0% | +44.2% | +37.8% | +37.5% |
| 3Y | +62.5% | +159.8% | -97.3% | -17.1% |
| 5Y | +223.9% | +177.1% | +46.8% | +50.9% |
| All | +62.1% | +370.5% | -308.4% | -40.4% |
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