+158.3%
USFD vs PTC
+31.8%
+126.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +10.7% | +0.8% | +9.9% | +10.6% |
| 3M | +6.3% | +39.6% | -33.2% | +1.5% |
| 6M | +16.2% | +41.5% | -25.2% | +10.0% |
| YTD | +41.9% | +11.7% | +30.2% | +42.8% |
| 1Y | +44.2% | +2.4% | +41.8% | +49.4% |
| All | +158.3% | +31.8% | +126.4% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling