+49.4%
USFD vs PFGC
+13.7%
+35.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.1% |
| 7D | +3.0% | +8.5% | -5.6% | -2.4% |
| 30D | +11.1% | +15.0% | -3.9% | +1.6% |
| 3M | -0.3% | -6.2% | +5.9% | +2.9% |
| 6M | +15.9% | +15.7% | +0.1% | +5.6% |
| YTD | +41.6% | +19.6% | +22.1% | +27.0% |
| 1Y | +49.4% | +13.2% | +36.2% | +36.3% |
| All | +49.4% | +13.7% | +35.7% | +36.3% |
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 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