+216.3%
USFD vs PTC
+6.0%
+210.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +1.6% |
| 7D | -3.0% | -10.3% | +7.3% | +0.4% |
| 30D | +3.5% | +1.1% | +2.4% | +2.9% |
| 3M | +26.6% | +1.6% | +25.0% | +24.7% |
| 6M | +11.7% | -13.5% | +25.2% | +16.1% |
| YTD | +38.1% | -19.1% | +57.2% | +46.8% |
| 1Y | +33.4% | -33.9% | +67.3% | +54.1% |
| 3Y | +155.8% | -3.9% | +159.7% | +140.3% |
| All | +216.3% | +6.0% | +210.3% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling