+49.8%
USFD vs PFGC
+12.5%
+37.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +13.5% | -5.1% | -0.1% |
| 7D | +7.8% | +13.9% | -6.0% | -0.8% |
| 30D | +16.2% | +18.4% | -2.2% | +4.4% |
| 3M | +11.0% | -2.5% | +13.5% | +11.9% |
| 6M | +20.7% | +26.0% | -5.3% | +4.3% |
| YTD | +46.0% | +21.9% | +24.1% | +29.3% |
| 1Y | +49.8% | +13.4% | +36.4% | +35.7% |
| All | +49.8% | +12.5% | +37.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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