+157.8%
USFD vs PFG
+72.1%
+85.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +3.0% | -0.6% | +3.6% | +3.3% |
| 30D | +11.1% | +2.0% | +9.1% | +10.4% |
| 3M | -0.3% | -3.2% | +2.9% | +0.8% |
| 6M | +15.9% | +10.9% | +5.0% | +11.2% |
| YTD | +41.6% | +28.8% | +12.8% | +27.7% |
| 1Y | +49.4% | +39.2% | +10.2% | +30.1% |
| 3Y | +157.8% | +75.0% | +82.8% | +105.8% |
| All | +157.8% | +72.1% | +85.8% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling