+371.2%
USFD vs PFG
+203.0%
+168.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +0.4% |
| 7D | +3.9% | +2.3% | +1.6% | +2.5% |
| 30D | +12.8% | +7.6% | +5.2% | +7.7% |
| 3M | +1.0% | +2.5% | -1.6% | -1.1% |
| 6M | +30.3% | +16.6% | +13.6% | +16.7% |
| YTD | +46.0% | +34.1% | +11.9% | +18.0% |
| 1Y | +49.6% | +44.1% | +5.6% | +14.8% |
| 3Y | +166.3% | +86.3% | +80.0% | +64.7% |
| 5Y | +208.4% | +101.6% | +106.8% | +73.5% |
| 10Y | +371.2% | +197.9% | +173.4% | +82.9% |
| All | +371.2% | +203.0% | +168.2% | +82.9% |
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