+328.9%
USFD vs PTC
+442.2%
-113.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +6.3% | +39.6% | -33.2% | -8.0% |
| 6M | +16.2% | +41.5% | -25.2% | -1.6% |
| YTD | +41.9% | +11.7% | +30.2% | +31.0% |
| 1Y | +44.2% | +2.4% | +41.8% | +37.9% |
| 3Y | +159.8% | +31.9% | +127.9% | +116.4% |
| 5Y | +177.1% | +54.5% | +122.6% | +110.9% |
| 10Y | +376.2% | +342.1% | +34.1% | +142.4% |
| All | +328.9% | +442.2% | -113.3% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling