-14.1%
PCOR vs USFD
+192.4%
-206.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +8.5% | +11.2% | +15.5% |
| 7D | +21.8% | +7.8% | +14.0% | +17.8% |
| 30D | +39.5% | +16.2% | +23.4% | +30.2% |
| 3M | +35.2% | +11.0% | +24.2% | +28.4% |
| 6M | +21.7% | +20.7% | +1.0% | +10.1% |
| YTD | +3.9% | +46.0% | -42.0% | -17.8% |
| 1Y | +6.9% | +49.8% | -42.8% | -17.1% |
| 3Y | +44.8% | +167.3% | -122.5% | -20.4% |
| 5Y | -21.9% | +197.2% | -219.1% | -62.0% |
| All | -14.1% | +192.4% | -206.5% | -56.8% |
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 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