+354.1%
USFD vs PFG
+184.0%
+170.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +0.1% |
| 30D | +10.2% | +5.9% | +4.3% | +6.2% |
| 3M | -1.5% | -0.4% | -1.0% | -1.6% |
| 6M | +27.3% | +14.8% | +12.5% | +15.2% |
| YTD | +44.0% | +31.9% | +12.1% | +17.5% |
| 1Y | +50.4% | +38.8% | +11.5% | +18.2% |
| 3Y | +153.6% | +82.4% | +71.2% | +58.9% |
| 5Y | +219.0% | +94.7% | +124.3% | +83.7% |
| All | +354.1% | +184.0% | +170.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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