+753.1%
PGR vs USFD
+325.1%
+428.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.6% | -3.3% | +0.8% | -2.1% |
| 30D | -0.2% | -5.3% | +5.1% | +0.5% |
| 3M | +7.4% | +18.8% | -11.4% | +5.0% |
| 6M | +2.1% | +14.3% | -12.1% | +0.3% |
| YTD | +0.5% | +36.9% | -36.4% | -4.0% |
| 1Y | -6.9% | +31.7% | -38.7% | -10.7% |
| 3Y | +73.2% | +164.5% | -91.3% | +51.7% |
| 5Y | +154.8% | +212.6% | -57.8% | +116.3% |
| 10Y | +786.4% | +329.7% | +456.7% | +656.9% |
| All | +753.1% | +325.1% | +428.0% | +624.7% |
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