+308.6%
USFD vs PNR
+66.6%
+242.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.6% |
| 7D | -8.0% | -5.5% | -2.5% | -5.0% |
| 30D | -13.1% | -15.6% | +2.5% | -4.4% |
| 3M | +6.5% | -20.2% | +26.7% | +19.7% |
| 6M | +5.7% | -36.6% | +42.3% | +34.5% |
| YTD | +27.5% | -45.0% | +72.5% | +74.3% |
| 1Y | +23.4% | -47.4% | +70.9% | +73.0% |
| 3Y | +146.4% | -13.7% | +160.1% | +142.1% |
| 5Y | +196.8% | -20.8% | +217.6% | +199.3% |
| All | +308.6% | +66.6% | +242.0% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling