+335.4%
USFD vs PSLV
+152.1%
+183.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +1.7% | -6.3% | +8.0% | +2.6% |
| 30D | +10.2% | -12.7% | +22.8% | +12.1% |
| 3M | -1.5% | -24.7% | +23.3% | +2.0% |
| 6M | +27.3% | -44.6% | +71.9% | +37.3% |
| YTD | +44.0% | -33.3% | +77.3% | +45.1% |
| 1Y | +50.4% | -8.6% | +58.9% | +41.2% |
| 3Y | +153.6% | +108.2% | +45.4% | +93.1% |
| 5Y | +219.0% | +79.1% | +139.9% | +147.0% |
| 10Y | +361.5% | +137.7% | +223.8% | +186.4% |
| All | +335.4% | +152.1% | +183.3% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling