+411.1%
PWR vs USFD
+215.4%
+195.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +11.3% | +1.7% | +9.6% | +10.8% |
| 30D | -8.9% | +10.2% | -19.0% | -12.3% |
| 3M | -10.5% | -1.5% | -9.0% | -10.5% |
| 6M | -22.2% | +27.3% | -49.5% | -30.0% |
| YTD | +42.7% | +44.0% | -1.2% | +20.7% |
| 1Y | +41.1% | +50.4% | -9.2% | +17.0% |
| 3Y | +242.7% | +153.6% | +89.2% | +126.4% |
| All | +411.1% | +215.4% | +195.7% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling