+354.1%
USFD vs PTC
+312.5%
+41.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +10.2% | +1.2% | +8.9% | +9.7% |
| 3M | -1.5% | +27.4% | -28.9% | -11.9% |
| 6M | +27.3% | +39.2% | -11.8% | +8.6% |
| YTD | +44.0% | +12.5% | +31.5% | +32.4% |
| 1Y | +50.4% | +12.3% | +38.1% | +38.2% |
| 3Y | +153.6% | +28.8% | +124.7% | +112.5% |
| 5Y | +219.0% | +60.9% | +158.1% | +136.8% |
| All | +354.1% | +312.5% | +41.7% | +127.9% |
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