+349.6%
PSX vs USFD
+339.9%
+9.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -13.1% | +3.0% | -16.1% | -14.4% |
| 30D | -9.5% | +11.1% | -20.6% | -13.6% |
| 3M | +20.2% | -0.3% | +20.5% | +19.4% |
| 6M | +44.9% | +15.9% | +29.0% | +34.5% |
| YTD | +94.4% | +41.6% | +52.8% | +63.7% |
| 1Y | +83.1% | +49.4% | +33.7% | +50.2% |
| 3Y | +132.2% | +157.8% | -25.7% | +49.3% |
| 5Y | +278.8% | +176.6% | +102.2% | +125.7% |
| 10Y | +354.2% | +375.4% | -21.2% | +110.3% |
| All | +349.6% | +339.9% | +9.7% | +110.4% |
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