+195.5%
USFD vs PSLV
+161.1%
+34.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.6% |
| 7D | -7.0% | +3.3% | -10.3% | -7.2% |
| 30D | -10.3% | +2.1% | -12.4% | -10.5% |
| 3M | +9.2% | +7.1% | +2.0% | +8.5% |
| 6M | +7.4% | -21.6% | +29.0% | +9.0% |
| YTD | +29.4% | -6.7% | +36.1% | +25.8% |
| 1Y | +24.8% | +59.3% | -34.4% | +11.2% |
| 3Y | +150.0% | +182.1% | -32.1% | +98.6% |
| 5Y | +195.5% | +162.6% | +32.9% | +117.9% |
| All | +195.5% | +161.1% | +34.4% | +117.9% |
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