-14.1%
PCOR vs USFD
+184.3%
-198.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.4% |
| 7D | +23.7% | +3.9% | +19.8% | +21.7% |
| 30D | +39.0% | +10.7% | +28.3% | +32.7% |
| 3M | +35.8% | +6.3% | +29.4% | +31.6% |
| 6M | +38.2% | +16.2% | +22.0% | +27.4% |
| YTD | +3.9% | +41.9% | -37.9% | -16.6% |
| 1Y | +5.7% | +44.2% | -38.5% | -16.5% |
| 3Y | +44.8% | +159.8% | -115.0% | -19.3% |
| 5Y | -19.8% | +177.1% | -196.9% | -60.2% |
| All | -14.1% | +184.3% | -198.3% | -56.2% |
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 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