+317.7%
USFD vs PSKY
-74.9%
+392.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +3.5% | +24.0% | -20.4% | -1.9% |
| 3M | +26.6% | +2.2% | +24.4% | +25.3% |
| 6M | +11.7% | -9.0% | +20.7% | +12.8% |
| YTD | +38.1% | -18.1% | +56.3% | +41.6% |
| 1Y | +33.4% | -25.1% | +58.5% | +37.6% |
| 3Y | +155.8% | -16.3% | +172.2% | +130.4% |
| 5Y | +214.0% | -70.4% | +284.4% | +283.0% |
| 10Y | +320.4% | -74.2% | +394.5% | +215.2% |
| All | +317.7% | -74.9% | +392.6% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling