+329.7%
USFD vs PHM
+540.0%
-210.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.7% |
| 7D | -3.3% | -2.5% | -0.9% | -2.2% |
| 30D | -5.3% | -9.7% | +4.3% | -1.0% |
| 3M | +18.8% | +2.2% | +16.6% | +16.6% |
| 6M | +14.3% | -5.7% | +20.0% | +15.9% |
| YTD | +36.9% | +2.8% | +34.0% | +32.4% |
| 1Y | +31.7% | -14.4% | +46.1% | +38.3% |
| 3Y | +164.5% | +52.2% | +112.3% | +94.5% |
| 5Y | +212.6% | +154.3% | +58.3% | +66.2% |
| 10Y | +329.7% | +545.9% | -216.1% | +51.0% |
| All | +329.7% | +540.0% | -210.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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