+158.8%
PGR vs USFD
+192.2%
-33.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.6% | -8.4% | +7.8% | +1.0% |
| 30D | +4.9% | -14.1% | +19.0% | +8.0% |
| 3M | +7.6% | +4.5% | +3.1% | +6.7% |
| 6M | +8.3% | +4.4% | +3.9% | +7.2% |
| YTD | +1.7% | +26.6% | -24.8% | -3.9% |
| 1Y | -6.8% | +19.4% | -26.2% | -10.9% |
| 3Y | +73.4% | +144.6% | -71.1% | +41.7% |
| All | +158.8% | +192.2% | -33.4% | +99.9% |
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