+321.0%
USFD vs PTC
+224.0%
+97.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +2.0% |
| 7D | -3.0% | -10.3% | +7.3% | +1.0% |
| 30D | +3.5% | +1.1% | +2.4% | +2.8% |
| 3M | +26.6% | +1.6% | +25.0% | +24.1% |
| 6M | +11.7% | -13.5% | +25.2% | +16.0% |
| YTD | +38.1% | -19.1% | +57.2% | +46.5% |
| 1Y | +33.4% | -33.9% | +67.3% | +53.9% |
| 3Y | +155.8% | -3.9% | +159.7% | +143.3% |
| 5Y | +214.0% | +6.0% | +208.0% | +178.8% |
| All | +321.0% | +224.0% | +97.0% | +130.4% |
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