+218.4%
USFD vs PFGC
+129.0%
+89.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -0.6% |
| 7D | +1.3% | +0.3% | +1.1% | +1.1% |
| 30D | +10.6% | +16.1% | -5.6% | -0.8% |
| 3M | -2.4% | +2.4% | -4.8% | -4.4% |
| 6M | +28.9% | +15.7% | +13.2% | +15.6% |
| YTD | +43.7% | +22.3% | +21.4% | +22.9% |
| 1Y | +48.5% | +13.9% | +34.6% | +33.3% |
| 3Y | +154.7% | +80.3% | +74.4% | +60.4% |
| 5Y | +218.4% | +136.1% | +82.3% | +60.2% |
| All | +218.4% | +129.0% | +89.3% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling