+213.8%
USFD vs PSLV
+91.2%
+122.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | +12.3% | -15.2% | +27.6% | +13.5% |
| 3M | -0.7% | -21.4% | +20.7% | +0.7% |
| 6M | +31.3% | -39.9% | +71.2% | +35.7% |
| YTD | +45.7% | -29.3% | +75.0% | +44.0% |
| 1Y | +52.1% | -1.6% | +53.7% | +42.6% |
| 3Y | +158.2% | +121.3% | +36.9% | +106.0% |
| 5Y | +213.8% | +89.9% | +123.9% | +145.3% |
| All | +213.8% | +91.2% | +122.6% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling