+1,874.2%
PWR vs USFD
+375.5%
+1,498.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +4.7% | -0.2% | +4.9% | +5.0% |
| 30D | -12.5% | +12.3% | -24.8% | -16.1% |
| 3M | -9.3% | -0.7% | -8.6% | -9.7% |
| 6M | -22.2% | +31.3% | -53.4% | -29.5% |
| YTD | +44.2% | +45.7% | -1.6% | +25.3% |
| 1Y | +35.5% | +52.1% | -16.6% | +16.1% |
| 3Y | +250.4% | +158.2% | +92.2% | +151.9% |
| 5Y | +425.6% | +213.8% | +211.9% | +248.3% |
| 10Y | +1,874.2% | +367.0% | +1,507.2% | +1,029.0% |
| All | +1,874.2% | +375.5% | +1,498.7% | +1,029.0% |
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