+78.8%
PSA vs USFD
+329.0%
-250.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -3.7% | -3.0% | -0.7% | -3.2% |
| 30D | -7.7% | +3.5% | -11.3% | -8.3% |
| 3M | -0.6% | +26.6% | -27.2% | -4.3% |
| 6M | -0.9% | +11.7% | -12.6% | -2.8% |
| YTD | +18.7% | +38.1% | -19.5% | +12.5% |
| 1Y | +7.6% | +33.4% | -25.7% | +2.5% |
| 3Y | +23.7% | +155.8% | -132.2% | +6.4% |
| 5Y | +13.7% | +214.0% | -200.4% | -6.3% |
| 10Y | +98.9% | +320.4% | -221.5% | +46.1% |
| All | +78.8% | +329.0% | -250.2% | +30.9% |
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