-77.6%
PCG vs USFD
+369.7%
-447.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | +3.0% | -4.5% | -2.7% |
| 30D | +1.4% | +11.1% | -9.6% | -2.3% |
| 3M | -23.4% | -0.3% | -23.1% | -23.4% |
| 6M | -19.4% | +15.9% | -35.3% | -23.6% |
| YTD | -18.5% | +41.6% | -60.1% | -28.2% |
| 1Y | -19.5% | +49.4% | -68.9% | -30.5% |
| 3Y | -21.0% | +157.8% | -178.8% | -43.8% |
| 5Y | +13.7% | +176.6% | -162.9% | -23.3% |
| All | -77.6% | +369.7% | -447.3% | -88.5% |
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