+376.6%
USFD vs PFGC
+366.4%
+10.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +8.4% | +15.0% | -6.6% | -1.5% |
| 30D | +12.7% | +17.0% | -4.2% | +1.4% |
| 3M | +1.1% | -2.5% | +3.6% | +2.3% |
| 6M | +30.2% | +19.2% | +11.0% | +15.2% |
| YTD | +45.8% | +23.4% | +22.4% | +25.3% |
| 1Y | +51.9% | +13.9% | +38.1% | +37.4% |
| 3Y | +158.5% | +82.0% | +76.5% | +69.1% |
| 5Y | +208.0% | +128.7% | +79.4% | +70.1% |
| 10Y | +376.6% | +361.5% | +15.0% | +75.8% |
| All | +376.6% | +366.4% | +10.2% | +75.8% |
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