+334.6%
USFD vs PFG
+274.6%
+60.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +10.6% | +5.0% | +5.6% | +7.3% |
| 3M | -2.4% | +0.1% | -2.5% | -2.9% |
| 6M | +28.9% | +13.8% | +15.1% | +17.7% |
| YTD | +43.7% | +31.2% | +12.5% | +18.5% |
| 1Y | +48.5% | +37.1% | +11.4% | +18.7% |
| 3Y | +154.7% | +80.6% | +74.1% | +63.4% |
| 5Y | +218.4% | +93.7% | +124.7% | +88.1% |
| 10Y | +360.6% | +185.5% | +175.1% | +83.6% |
| All | +334.6% | +274.6% | +60.0% | +70.8% |
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 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