+52.1%
USFD vs PFGC
+14.2%
+37.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.2% | +1.5% | -1.7% | -1.1% |
| 30D | +12.3% | +17.4% | -5.1% | +1.4% |
| 3M | -0.7% | -2.4% | +1.7% | -0.1% |
| 6M | +31.3% | +18.2% | +13.0% | +18.0% |
| YTD | +45.7% | +23.7% | +22.0% | +28.4% |
| 1Y | +52.1% | +15.0% | +37.2% | +35.5% |
| All | +52.1% | +14.2% | +37.9% | +35.5% |
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