-76.0%
PCG vs USFD
+321.9%
-397.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -13.9% | -3.0% | -10.8% | -12.8% |
| 30D | -16.9% | +3.5% | -20.4% | -17.7% |
| 3M | -14.7% | +26.6% | -41.3% | -21.2% |
| 6M | -23.8% | +11.7% | -35.5% | -26.8% |
| YTD | -10.5% | +38.1% | -48.6% | -20.3% |
| 1Y | -5.1% | +33.4% | -38.5% | -14.7% |
| 3Y | -11.6% | +155.8% | -167.4% | -36.9% |
| 5Y | +59.0% | +214.0% | -155.0% | +2.8% |
| All | -76.0% | +321.9% | -397.9% | -87.3% |
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