+49.4%
USFD vs PFG
+40.5%
+8.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +3.0% | -0.6% | +3.6% | +3.3% |
| 30D | +11.1% | +2.0% | +9.1% | +11.0% |
| 3M | -0.3% | -3.2% | +2.9% | +0.3% |
| 6M | +15.9% | +10.9% | +5.0% | +14.9% |
| YTD | +41.6% | +28.8% | +12.8% | +39.4% |
| 1Y | +49.4% | +39.2% | +10.2% | +46.2% |
| All | +49.4% | +40.5% | +8.9% | +46.2% |
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