+317.7%
USFD vs PNR
+71.5%
+246.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | -2.4% | -0.6% | -1.7% |
| 30D | +3.5% | -12.8% | +16.3% | +11.5% |
| 3M | +26.6% | -17.0% | +43.6% | +38.7% |
| 6M | +11.7% | -37.4% | +49.1% | +42.7% |
| YTD | +38.1% | -41.6% | +79.7% | +81.6% |
| 1Y | +33.4% | -44.6% | +78.0% | +80.5% |
| 3Y | +155.8% | -12.1% | +167.9% | +150.3% |
| 5Y | +214.0% | -17.4% | +231.4% | +210.1% |
| 10Y | +320.4% | +64.0% | +256.4% | +146.3% |
| All | +317.7% | +71.5% | +246.2% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling