+31.7%
USFD vs PFGC
-8.4%
+40.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.2% |
| 7D | -3.3% | -2.4% | -0.9% | -1.9% |
| 30D | -5.3% | -15.8% | +10.4% | +4.8% |
| 3M | +18.8% | -0.6% | +19.4% | +19.2% |
| 6M | +14.3% | +10.7% | +3.6% | +7.3% |
| YTD | +36.9% | +7.6% | +29.2% | +30.6% |
| 1Y | +31.7% | -7.8% | +39.5% | +35.8% |
| All | +31.7% | -8.4% | +40.1% | +35.8% |
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 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