+177.1%
USFD vs PTC
+59.6%
+117.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +3.9% | -0.1% | +4.0% | +4.0% |
| 30D | +10.7% | +0.8% | +9.9% | +10.5% |
| 3M | +6.3% | +39.6% | -33.2% | -4.5% |
| 6M | +16.2% | +41.5% | -25.2% | +2.6% |
| YTD | +41.9% | +11.7% | +30.2% | +36.4% |
| 1Y | +44.2% | +2.4% | +41.8% | +43.8% |
| 3Y | +159.8% | +31.9% | +127.9% | +120.4% |
| 5Y | +177.1% | +54.5% | +122.6% | +108.8% |
| All | +177.1% | +59.6% | +117.5% | +108.8% |
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