+341.0%
USFD vs PNR
+99.3%
+241.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +8.4% | -0.1% | +8.5% | +8.6% |
| 30D | +12.7% | +33.4% | -20.6% | -4.4% |
| 3M | +1.1% | +4.9% | -3.7% | -2.2% |
| 6M | +30.2% | -8.5% | +38.7% | +34.2% |
| YTD | +45.8% | -32.1% | +78.0% | +75.4% |
| 1Y | +51.9% | -35.0% | +86.9% | +87.1% |
| 3Y | +158.5% | +17.6% | +140.9% | +111.7% |
| 5Y | +208.0% | +0.9% | +207.2% | +170.3% |
| 10Y | +376.6% | +101.4% | +275.2% | +154.9% |
| All | +341.0% | +99.3% | +241.7% | +134.9% |
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