+216.3%
USFD vs PFG
+110.8%
+105.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.4% |
| 7D | -3.0% | +5.5% | -8.5% | -5.8% |
| 30D | +3.5% | +2.4% | +1.2% | +2.1% |
| 3M | +26.6% | +13.6% | +13.0% | +18.2% |
| 6M | +11.7% | +27.9% | -16.2% | -2.0% |
| YTD | +38.1% | +35.6% | +2.6% | +16.8% |
| 1Y | +33.4% | +48.5% | -15.1% | +6.8% |
| 3Y | +155.8% | +66.9% | +88.9% | +86.5% |
| All | +216.3% | +110.8% | +105.5% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling