-34.1%
PCOR vs USFD
+176.8%
-210.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -9.0% | -3.0% | -5.9% | -7.7% |
| 30D | +4.2% | +3.5% | +0.6% | +2.2% |
| 3M | +14.4% | +26.6% | -12.2% | +1.3% |
| 6M | +0.2% | +11.7% | -11.5% | -6.4% |
| YTD | -20.3% | +38.1% | -58.4% | -35.3% |
| 1Y | -16.1% | +33.4% | -49.5% | -30.8% |
| 3Y | -14.7% | +155.8% | -170.5% | -52.3% |
| 5Y | -43.2% | +214.0% | -257.2% | -72.2% |
| All | -34.1% | +176.8% | -210.9% | -66.0% |
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