+811.9%
PGR vs USFD
+307.1%
+504.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.6% | -8.4% | +7.8% | +0.5% |
| 30D | +4.9% | -14.1% | +19.0% | +7.0% |
| 3M | +7.6% | +4.5% | +3.1% | +7.0% |
| 6M | +8.3% | +4.4% | +3.9% | +7.5% |
| YTD | +1.7% | +26.6% | -24.8% | -1.8% |
| 1Y | -6.8% | +19.4% | -26.2% | -9.5% |
| 3Y | +73.4% | +144.6% | -71.1% | +53.3% |
| 5Y | +161.2% | +194.5% | -33.3% | +123.4% |
| All | +811.9% | +307.1% | +504.8% | +683.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling