+146.5%
USFD vs PSKY
-44.4%
+190.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | -0.3% |
| 7D | +4.6% | -24.6% | +29.2% | +0.2% |
| 30D | +7.6% | -36.1% | +43.7% | 0.0% |
| 3M | +37.6% | -53.4% | +91.0% | +27.9% |
| 6M | +37.6% | -53.4% | +91.0% | +27.9% |
| YTD | +37.6% | -53.4% | +91.0% | +27.9% |
| 1Y | +36.0% | -58.4% | +94.4% | +27.1% |
| All | +146.5% | -44.4% | +190.9% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling