+329.7%
USFD vs PSKY
-74.5%
+404.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -3.3% | +2.4% | -5.7% | -3.9% |
| 30D | -5.3% | +17.5% | -22.8% | -9.2% |
| 3M | +18.8% | +4.4% | +14.3% | +17.0% |
| 6M | +14.3% | -9.0% | +23.3% | +15.4% |
| YTD | +36.9% | -18.6% | +55.5% | +40.5% |
| 1Y | +31.7% | -27.7% | +59.4% | +37.2% |
| 3Y | +164.5% | -16.9% | +181.3% | +138.6% |
| 5Y | +212.6% | -70.3% | +282.8% | +281.0% |
| 10Y | +329.7% | -74.9% | +404.7% | +212.9% |
| All | +329.7% | -74.5% | +404.2% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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