-76.5%
PCG vs USFD
+359.1%
-435.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | -2.7% | +10.6% | -13.3% | -6.1% |
| 3M | -25.1% | -2.4% | -22.6% | -24.5% |
| 6M | -22.3% | +28.9% | -51.2% | -28.8% |
| YTD | -18.5% | +43.7% | -62.2% | -28.5% |
| 1Y | -21.8% | +48.5% | -70.3% | -32.3% |
| 3Y | -21.0% | +154.7% | -175.7% | -43.6% |
| 5Y | +8.1% | +218.4% | -210.3% | -30.4% |
| All | -76.5% | +359.1% | -435.6% | -87.6% |
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