+134.5%
PSA vs USFD
+375.5%
-241.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +16.2% | +12.3% | +3.9% | +14.1% |
| 3M | +4.3% | -0.7% | +5.0% | +4.3% |
| 6M | +9.9% | +31.3% | -21.4% | +5.2% |
| YTD | +33.3% | +45.7% | -12.5% | +25.2% |
| 1Y | +25.8% | +52.1% | -26.3% | +17.4% |
| 3Y | +54.8% | +158.2% | -103.5% | +33.1% |
| 5Y | +27.5% | +213.8% | -186.2% | +5.4% |
| 10Y | +134.5% | +367.0% | -232.5% | +76.7% |
| All | +134.5% | +375.5% | -241.0% | +76.7% |
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 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