+175.0%
PG vs USFD
+352.6%
-177.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +10.2% | +12.3% | -2.2% | +8.9% |
| 3M | +16.2% | -0.7% | +16.9% | +16.2% |
| 6M | +18.6% | +31.3% | -12.7% | +15.3% |
| YTD | +20.4% | +45.7% | -25.3% | +15.7% |
| 1Y | +16.2% | +52.1% | -36.0% | +11.1% |
| 3Y | +19.9% | +158.2% | -138.4% | +8.5% |
| 5Y | +30.3% | +213.8% | -183.5% | +14.7% |
| 10Y | +163.1% | +367.0% | -203.9% | +137.1% |
| All | +175.0% | +352.6% | -177.6% | +146.6% |
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 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