+337.0%
USFD vs PSKY
-84.8%
+421.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.5% |
| 7D | +4.6% | -24.6% | +29.2% | +9.9% |
| 30D | +7.6% | -36.1% | +43.7% | +16.6% |
| 3M | +20.8% | -37.1% | +57.9% | +27.6% |
| 6M | +13.5% | -40.5% | +54.1% | +21.3% |
| YTD | +35.4% | -47.7% | +83.0% | +46.8% |
| 1Y | +36.0% | -58.4% | +94.4% | +55.4% |
| 3Y | +176.4% | -40.7% | +217.1% | +154.0% |
| 5Y | +170.2% | -80.0% | +250.3% | +241.9% |
| All | +337.0% | -84.8% | +421.8% | +231.7% |
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