+338.3%
PSX vs USFD
+369.2%
-30.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -7.8% | +8.4% | -16.2% | -10.9% |
| 30D | -9.9% | +12.7% | -22.6% | -14.5% |
| 3M | +16.9% | +1.1% | +15.8% | +15.5% |
| 6M | +48.0% | +30.2% | +17.8% | +31.1% |
| YTD | +98.3% | +45.8% | +52.5% | +64.9% |
| 1Y | +86.2% | +51.9% | +34.2% | +51.7% |
| 3Y | +144.0% | +158.5% | -14.5% | +56.3% |
| 5Y | +287.7% | +208.0% | +79.7% | +119.5% |
| 10Y | +338.3% | +376.6% | -38.3% | +104.4% |
| All | +338.3% | +369.2% | -30.9% | +104.4% |
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