-75.8%
PCG vs USFD
+353.3%
-429.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.6% | -1.9% |
| 7D | +1.9% | +7.8% | -5.9% | -0.7% |
| 30D | +8.5% | +16.2% | -7.7% | +3.1% |
| 3M | -22.9% | +11.0% | -33.9% | -25.6% |
| 6M | -16.8% | +20.7% | -37.5% | -22.1% |
| YTD | -15.8% | +46.0% | -61.7% | -26.4% |
| 1Y | -16.0% | +49.8% | -65.8% | -27.4% |
| 3Y | -18.9% | +167.3% | -186.2% | -42.9% |
| 5Y | +17.4% | +197.2% | -179.8% | -22.4% |
| 10Y | -76.4% | +389.9% | -466.3% | -87.6% |
| All | -75.8% | +353.3% | -429.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling