+101.8%
PSA vs USFD
+339.9%
-238.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +3.9% | +3.0% | +1.0% | +3.4% |
| 30D | +19.7% | +11.1% | +8.6% | +17.7% |
| 3M | +4.3% | -0.3% | +4.5% | +4.2% |
| 6M | +11.4% | +15.9% | -4.5% | +8.6% |
| YTD | +33.9% | +41.6% | -7.7% | +26.4% |
| 1Y | +28.3% | +49.4% | -21.1% | +19.9% |
| 3Y | +53.5% | +157.8% | -104.4% | +31.8% |
| 5Y | +30.6% | +176.6% | -146.0% | +9.4% |
| 10Y | +145.8% | +375.4% | -229.6% | +76.1% |
| All | +101.8% | +339.9% | -238.1% | +47.1% |
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