-19.1%
PCG vs USFD
+49.6%
-68.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +8.4% | -8.8% | -2.5% |
| 30D | +0.8% | +12.7% | -12.0% | -2.4% |
| 3M | -22.0% | +1.1% | -23.2% | -22.4% |
| 6M | -17.1% | +30.2% | -47.2% | -21.1% |
| YTD | -16.9% | +45.8% | -62.7% | -22.7% |
| 1Y | -19.1% | +51.9% | -71.0% | -25.8% |
| All | -19.1% | +49.6% | -68.7% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling