-5.7%
PG vs USFD
+22.2%
-28.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | -0.8% | -8.4% | +7.6% | +0.5% |
| 30D | +0.8% | -14.1% | +14.9% | +3.0% |
| 3M | -1.3% | +4.5% | -5.8% | -2.0% |
| 6M | -3.8% | +4.4% | -8.2% | -4.7% |
| YTD | +3.6% | +26.6% | -23.0% | +2.8% |
| 1Y | -5.7% | +19.4% | -25.1% | -3.9% |
| All | -5.7% | +22.2% | -28.0% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling