+365.6%
PSX vs USFD
+322.6%
+43.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +4.5% | -3.0% | +7.6% | +5.8% |
| 30D | +26.6% | +3.5% | +23.1% | +24.7% |
| 3M | +39.3% | +26.6% | +12.7% | +25.9% |
| 6M | +56.8% | +11.7% | +45.1% | +48.2% |
| YTD | +101.8% | +38.1% | +63.7% | +72.7% |
| 1Y | +99.6% | +33.4% | +66.2% | +72.5% |
| 3Y | +140.3% | +155.8% | -15.5% | +55.3% |
| 5Y | +339.3% | +214.0% | +125.3% | +146.8% |
| All | +365.6% | +322.6% | +43.0% | +122.9% |
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 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