+2,396.1%
PWR vs USFD
+322.5%
+2,073.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.6% |
| 7D | +4.5% | -3.3% | +7.9% | +5.6% |
| 30D | -4.9% | -5.3% | +0.4% | -3.3% |
| 3M | -7.9% | +18.8% | -26.7% | -13.4% |
| 6M | +18.3% | +14.3% | +4.1% | +12.4% |
| YTD | +51.5% | +36.9% | +14.6% | +35.0% |
| 1Y | +70.3% | +31.7% | +38.6% | +53.3% |
| 3Y | +210.6% | +164.5% | +46.1% | +122.4% |
| 5Y | +456.7% | +212.6% | +244.1% | +270.1% |
| 10Y | +2,396.1% | +329.7% | +2,066.4% | +1,323.8% |
| All | +2,396.1% | +322.5% | +2,073.6% | +1,323.8% |
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