+16.0%
PCG vs USFD
+184.3%
-168.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.4% |
| 7D | 0.0% | +3.9% | -3.9% | -1.3% |
| 30D | +5.8% | +10.7% | -4.9% | +2.4% |
| 3M | -22.8% | +6.3% | -29.1% | -24.3% |
| 6M | -18.4% | +16.2% | -34.6% | -22.3% |
| YTD | -16.9% | +41.9% | -58.7% | -26.1% |
| 1Y | -17.6% | +44.2% | -61.8% | -27.3% |
| 3Y | -20.0% | +159.8% | -179.8% | -42.1% |
| 5Y | +16.0% | +177.1% | -161.1% | -19.2% |
| All | +16.0% | +184.3% | -168.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling