+352.0%
PSX vs USFD
+340.6%
+11.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -3.8% |
| 7D | -9.7% | +3.9% | -13.6% | -11.4% |
| 30D | -8.4% | +10.7% | -19.1% | -12.4% |
| 3M | +22.6% | +6.3% | +16.3% | +18.6% |
| 6M | +38.8% | +16.2% | +22.5% | +28.7% |
| YTD | +95.5% | +41.9% | +53.6% | +64.5% |
| 1Y | +87.1% | +44.2% | +42.9% | +55.8% |
| 3Y | +133.5% | +159.8% | -26.3% | +49.8% |
| 5Y | +280.9% | +177.1% | +103.8% | +126.8% |
| 10Y | +356.6% | +376.2% | -19.6% | +111.3% |
| All | +352.0% | +340.6% | +11.4% | +111.4% |
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 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