+328.2%
USFD vs PHM
+700.9%
-372.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | +3.0% | +6.2% | -3.3% | +0.2% |
| 30D | +11.1% | +17.9% | -6.9% | +2.9% |
| 3M | -0.3% | +2.5% | -2.8% | -1.8% |
| 6M | +15.9% | +10.8% | +5.1% | +9.3% |
| YTD | +41.6% | +13.7% | +27.9% | +30.7% |
| 1Y | +49.4% | +12.4% | +37.0% | +38.1% |
| 3Y | +157.8% | +65.6% | +92.2% | +83.7% |
| 5Y | +176.6% | +175.3% | +1.3% | +43.2% |
| 10Y | +375.4% | +713.9% | -338.6% | +55.7% |
| All | +328.2% | +700.9% | -372.7% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling