+216.3%
USFD vs PSKY
-70.3%
+286.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +3.5% | +24.0% | -20.4% | +0.8% |
| 3M | +26.6% | +2.2% | +24.4% | +26.0% |
| 6M | +11.7% | -9.0% | +20.7% | +12.3% |
| YTD | +38.1% | -18.1% | +56.3% | +40.3% |
| 1Y | +33.4% | -25.1% | +58.5% | +36.1% |
| 3Y | +155.8% | -16.3% | +172.2% | +143.3% |
| All | +216.3% | -70.3% | +286.7% | +307.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling