-14.6%
PCOR vs USFD
+156.9%
-171.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -9.0% | -3.0% | -5.9% | -8.1% |
| 30D | +4.2% | +3.5% | +0.6% | +2.9% |
| 3M | +14.4% | +26.6% | -12.2% | +5.5% |
| 6M | +0.2% | +11.7% | -11.5% | -3.9% |
| YTD | -20.3% | +38.1% | -58.4% | -32.9% |
| 1Y | -16.1% | +33.4% | -49.5% | -28.1% |
| All | -14.6% | +156.9% | -171.5% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling