+300.4%
PSX vs USFD
+213.0%
+87.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -8.1% | +12.3% | -20.4% | -10.5% |
| 3M | +15.9% | -0.7% | +16.6% | +15.9% |
| 6M | +49.4% | +31.3% | +18.1% | +39.2% |
| YTD | +104.7% | +45.7% | +58.9% | +82.8% |
| 1Y | +89.1% | +52.1% | +37.0% | +66.4% |
| 3Y | +151.7% | +158.2% | -6.5% | +90.9% |
| All | +300.4% | +213.0% | +87.3% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling