+138.6%
PG vs USFD
+329.0%
-190.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +1.9% | -3.0% | +4.9% | +2.2% |
| 30D | -0.2% | +3.5% | -3.8% | -0.6% |
| 3M | +4.8% | +26.6% | -21.8% | +2.3% |
| 6M | -6.1% | +11.7% | -17.8% | -7.2% |
| YTD | +4.5% | +38.1% | -33.7% | +1.0% |
| 1Y | -5.3% | +33.4% | -38.7% | -8.2% |
| 3Y | +2.6% | +155.8% | -153.2% | -7.0% |
| 5Y | +15.6% | +214.0% | -198.4% | +1.9% |
| 10Y | +118.0% | +320.4% | -202.3% | +97.0% |
| All | +138.6% | +329.0% | -190.4% | +115.3% |
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