+308.6%
USFD vs PSLV
+189.7%
+118.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.7% |
| 7D | -8.0% | -4.9% | -3.1% | -7.4% |
| 30D | -13.1% | -1.9% | -11.2% | -13.0% |
| 3M | +6.5% | +4.2% | +2.3% | +5.5% |
| 6M | +5.7% | -27.6% | +33.3% | +9.9% |
| YTD | +27.5% | -11.7% | +39.2% | +23.8% |
| 1Y | +23.4% | +49.3% | -25.9% | +5.7% |
| 3Y | +146.4% | +167.1% | -20.7% | +80.1% |
| 5Y | +196.8% | +151.7% | +45.1% | +115.3% |
| All | +308.6% | +189.7% | +118.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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