+415.3%
PR vs USFD
+215.8%
+199.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.9% | -3.0% | +5.9% | +4.2% |
| 30D | +18.0% | +3.5% | +14.5% | +16.2% |
| 3M | +16.9% | +26.6% | -9.7% | +4.8% |
| 6M | +28.2% | +11.7% | +16.5% | +20.9% |
| YTD | +69.3% | +38.1% | +31.2% | +42.3% |
| 1Y | +69.5% | +33.4% | +36.1% | +44.2% |
| 3Y | +81.7% | +155.8% | -74.1% | +9.9% |
| All | +415.3% | +215.8% | +199.4% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling