+49.8%
USFD vs PNR
-31.2%
+81.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.3% | +5.2% | +7.7% |
| 7D | +7.8% | +11.9% | -4.1% | +5.4% |
| 30D | +16.2% | +37.1% | -21.0% | +8.5% |
| 3M | +11.0% | +5.7% | +5.3% | +9.4% |
| 6M | +20.7% | -5.7% | +26.4% | +21.0% |
| YTD | +46.0% | -29.8% | +75.8% | +47.5% |
| 1Y | +49.8% | -31.8% | +81.6% | +53.1% |
| All | +49.8% | -31.2% | +81.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling