+160.5%
PR vs USFD
+353.3%
-192.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.5% | -15.0% | -11.4% |
| 7D | -12.1% | +7.8% | -20.0% | -16.5% |
| 30D | +0.9% | +16.2% | -15.3% | -8.5% |
| 3M | +10.1% | +11.0% | -0.9% | +1.9% |
| 6M | +1.1% | +20.7% | -19.6% | -11.8% |
| YTD | +63.7% | +46.0% | +17.7% | +24.1% |
| 1Y | +87.0% | +49.8% | +37.2% | +38.7% |
| 3Y | +70.7% | +167.3% | -96.5% | -13.3% |
| 5Y | +246.8% | +197.2% | +49.6% | +56.7% |
| 10Y | +72.6% | +389.9% | -317.3% | -39.2% |
| All | +160.5% | +353.3% | -192.9% | -11.2% |
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 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