-76.2%
PCG vs USFD
+369.2%
-445.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +8.4% | -8.8% | -3.2% |
| 30D | +0.8% | +12.7% | -12.0% | -3.4% |
| 3M | -22.0% | +1.1% | -23.2% | -22.4% |
| 6M | -17.1% | +30.2% | -47.2% | -24.3% |
| YTD | -16.9% | +45.8% | -62.7% | -27.4% |
| 1Y | -19.1% | +51.9% | -71.0% | -30.4% |
| 3Y | -19.4% | +158.5% | -177.9% | -42.7% |
| 5Y | +9.0% | +208.0% | -199.0% | -29.0% |
| 10Y | -76.2% | +376.6% | -452.7% | -87.5% |
| All | -76.2% | +369.2% | -445.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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