+317.7%
USFD vs PFG
+286.9%
+30.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.6% |
| 7D | -3.0% | +5.5% | -8.5% | -6.6% |
| 30D | +3.5% | +2.4% | +1.2% | +1.6% |
| 3M | +26.6% | +13.6% | +13.0% | +15.9% |
| 6M | +11.7% | +27.9% | -16.2% | -5.5% |
| YTD | +38.1% | +35.6% | +2.6% | +11.6% |
| 1Y | +33.4% | +48.5% | -15.1% | +0.9% |
| 3Y | +155.8% | +66.9% | +88.9% | +73.2% |
| 5Y | +214.0% | +111.0% | +103.1% | +74.8% |
| 10Y | +320.4% | +244.5% | +75.9% | +63.1% |
| All | +317.7% | +286.9% | +30.8% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling