+324.1%
USFD vs PFGC
+283.5%
+40.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | -3.0% | -2.2% | -0.8% | -1.6% |
| 30D | +3.5% | -11.9% | +15.5% | +12.3% |
| 3M | +26.6% | +5.0% | +21.6% | +22.3% |
| 6M | +11.7% | +8.6% | +3.1% | +5.0% |
| YTD | +38.1% | +9.7% | +28.4% | +28.7% |
| 1Y | +33.4% | -6.3% | +39.7% | +37.5% |
| 3Y | +155.8% | +58.2% | +97.6% | +84.3% |
| 5Y | +214.0% | +110.4% | +103.6% | +83.7% |
| All | +324.1% | +283.5% | +40.7% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling