+162.8%
USFD vs PFGC
+60.5%
+102.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | -3.0% | -2.2% | -0.8% | -1.5% |
| 30D | +3.5% | -11.9% | +15.5% | +12.4% |
| 3M | +26.6% | +5.0% | +21.6% | +22.2% |
| 6M | +11.7% | +8.6% | +3.1% | +4.9% |
| YTD | +38.1% | +9.7% | +28.4% | +28.4% |
| 1Y | +33.4% | -6.3% | +39.7% | +37.9% |
| All | +162.8% | +60.5% | +102.3% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling