+23.4%
USFD vs PNR
-47.3%
+70.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.1% |
| 7D | -8.0% | -5.5% | -2.5% | -6.8% |
| 30D | -13.1% | -15.6% | +2.5% | -9.9% |
| 3M | +6.5% | -20.2% | +26.7% | +11.6% |
| 6M | +5.7% | -36.6% | +42.3% | +14.0% |
| YTD | +27.5% | -45.0% | +72.5% | +37.9% |
| 1Y | +23.4% | -47.4% | +70.9% | +36.2% |
| All | +23.4% | -47.3% | +70.7% | +36.2% |
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