+12.6%
PG vs USFD
+197.4%
-184.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.2% |
| 7D | -3.4% | -7.0% | +3.6% | -2.3% |
| 30D | -2.6% | -10.3% | +7.7% | -1.0% |
| 3M | -3.3% | +9.2% | -12.5% | -4.8% |
| 6M | -6.7% | +7.4% | -14.1% | -8.0% |
| YTD | +1.7% | +29.4% | -27.6% | -2.6% |
| 1Y | -7.9% | +24.8% | -32.8% | -11.4% |
| 3Y | +0.9% | +150.0% | -149.1% | -14.3% |
| 5Y | +12.6% | +195.5% | -182.8% | -8.6% |
| All | +12.6% | +197.4% | -184.7% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling