+367.0%
USFD vs PTC
+317.3%
+49.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +12.3% | +0.9% | +11.4% | +12.0% |
| 3M | -0.7% | +30.4% | -31.1% | -12.0% |
| 6M | +31.3% | +34.4% | -3.2% | +13.5% |
| YTD | +45.7% | +12.6% | +33.1% | +33.9% |
| 1Y | +52.1% | +10.2% | +41.9% | +41.0% |
| 3Y | +158.2% | +29.4% | +128.9% | +116.0% |
| 5Y | +213.8% | +63.7% | +150.0% | +131.0% |
| 10Y | +367.0% | +316.9% | +50.1% | +133.1% |
| All | +367.0% | +317.3% | +49.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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