+48.9%
PCOR vs USFD
+167.1%
-118.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +8.5% | +11.2% | +16.4% |
| 7D | +21.8% | +7.8% | +14.0% | +18.7% |
| 30D | +39.5% | +16.2% | +23.4% | +32.7% |
| 3M | +35.2% | +11.0% | +24.2% | +30.2% |
| 6M | +21.7% | +20.7% | +1.0% | +13.7% |
| YTD | +3.9% | +46.0% | -42.0% | -15.0% |
| 1Y | +6.9% | +49.8% | -42.8% | -14.5% |
| All | +48.9% | +167.1% | -118.3% | -13.8% |
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 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