+65.2%
PR vs USFD
+369.7%
-304.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -16.4% | +3.0% | -19.4% | -18.4% |
| 30D | -1.9% | +11.1% | -13.0% | -8.7% |
| 3M | +8.0% | -0.3% | +8.2% | +6.6% |
| 6M | +4.1% | +15.9% | -11.8% | -7.2% |
| YTD | +58.7% | +41.6% | +17.1% | +22.0% |
| 1Y | +75.8% | +49.4% | +26.4% | +30.1% |
| 3Y | +73.2% | +157.8% | -84.7% | -11.2% |
| 5Y | +230.1% | +176.6% | +53.5% | +54.0% |
| All | +65.2% | +369.7% | -304.5% | -39.2% |
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 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