+51.9%
USFD vs PFG
+44.5%
+7.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +8.4% | +3.0% | +5.4% | +7.7% |
| 30D | +12.7% | +8.2% | +4.6% | +11.4% |
| 3M | +1.1% | +2.7% | -1.6% | +0.5% |
| 6M | +30.2% | +17.2% | +12.9% | +27.6% |
| YTD | +45.8% | +34.8% | +11.1% | +41.9% |
| 1Y | +51.9% | +43.6% | +8.4% | +46.9% |
| All | +51.9% | +44.5% | +7.5% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling