+362.2%
USFD vs PTC
+334.9%
+27.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +11.1% | +0.8% | +10.3% | +10.8% |
| 3M | -0.3% | +32.1% | -32.4% | -12.2% |
| 6M | +15.9% | +42.6% | -26.7% | -2.6% |
| YTD | +41.6% | +12.0% | +29.6% | +30.4% |
| 1Y | +49.4% | +12.2% | +37.2% | +37.3% |
| 3Y | +157.8% | +31.2% | +126.6% | +114.2% |
| 5Y | +176.6% | +54.9% | +121.7% | +108.6% |
| All | +362.2% | +334.9% | +27.2% | +128.2% |
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