+71.8%
PGR vs USFD
+149.2%
-77.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.2% |
| 7D | -2.7% | -7.0% | +4.3% | -1.5% |
| 30D | +0.7% | -10.3% | +11.0% | +2.6% |
| 3M | +7.7% | +9.2% | -1.5% | +6.3% |
| 6M | +4.3% | +7.4% | -3.1% | +3.1% |
| YTD | +0.7% | +29.4% | -28.6% | -5.1% |
| 1Y | -5.7% | +24.8% | -30.5% | -10.4% |
| All | +71.8% | +149.2% | -77.4% | +40.5% |
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