+212.6%
USFD vs PNR
-17.7%
+230.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +0.2% |
| 7D | -3.3% | -3.0% | -0.3% | -2.1% |
| 30D | -5.3% | -14.9% | +9.6% | +1.4% |
| 3M | +18.8% | -19.0% | +37.8% | +29.0% |
| 6M | +14.3% | -35.9% | +50.2% | +37.1% |
| YTD | +36.9% | -43.1% | +80.0% | +72.0% |
| 1Y | +31.7% | -46.4% | +78.1% | +70.0% |
| 3Y | +164.5% | -10.8% | +175.3% | +154.0% |
| 5Y | +212.6% | -18.9% | +231.4% | +186.8% |
| All | +212.6% | -17.7% | +230.3% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling