+32.4%
PWR vs USFD
+49.6%
-17.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +8.5% | -20.1% | -11.4% |
| 7D | -4.4% | +7.8% | -12.2% | -4.2% |
| 30D | -15.1% | +16.2% | -31.2% | -15.8% |
| 3M | -16.2% | +11.0% | -27.2% | -16.6% |
| 6M | -23.3% | +20.7% | -44.1% | -25.4% |
| YTD | +37.6% | +46.0% | -8.3% | +22.7% |
| 1Y | +32.4% | +49.8% | -17.4% | +16.5% |
| All | +32.4% | +49.6% | -17.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling