+446.0%
PWR vs USFD
+215.8%
+230.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +3.6% | -3.0% | +6.6% | +4.7% |
| 30D | -8.6% | +3.5% | -12.1% | -9.9% |
| 3M | -13.2% | +26.6% | -39.7% | -21.2% |
| 6M | +9.9% | +11.7% | -1.8% | +4.5% |
| YTD | +48.0% | +38.1% | +9.9% | +28.3% |
| 1Y | +66.2% | +33.4% | +32.8% | +45.7% |
| 3Y | +195.1% | +155.8% | +39.3% | +98.3% |
| All | +446.0% | +215.8% | +230.2% | +222.8% |
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 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