+3.0%
PG vs USFD
+162.9%
-159.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.4% | -3.3% | +2.9% | 0.0% |
| 30D | -0.1% | -5.3% | +5.2% | +0.5% |
| 3M | +1.1% | +18.8% | -17.7% | -1.1% |
| 6M | -3.8% | +14.3% | -18.1% | -5.5% |
| YTD | +3.8% | +36.9% | -33.0% | +0.2% |
| 1Y | -5.8% | +31.7% | -37.5% | -8.6% |
| 3Y | +3.0% | +164.5% | -161.5% | -7.2% |
| All | +3.0% | +162.9% | -159.9% | -7.2% |
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 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