+371.2%
USFD vs PFGC
+360.0%
+11.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +0.4% |
| 7D | +3.9% | +10.8% | -6.9% | -3.2% |
| 30D | +12.8% | +17.8% | -5.0% | +1.0% |
| 3M | +1.0% | -2.7% | +3.7% | +2.3% |
| 6M | +30.3% | +20.0% | +10.2% | +14.8% |
| YTD | +46.0% | +24.3% | +21.7% | +24.9% |
| 1Y | +49.6% | +13.2% | +36.4% | +35.9% |
| 3Y | +166.3% | +85.9% | +80.4% | +71.8% |
| 5Y | +208.4% | +141.0% | +67.3% | +64.3% |
| 10Y | +371.2% | +370.6% | +0.6% | +72.3% |
| All | +371.2% | +360.0% | +11.3% | +72.3% |
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