+192.6%
USFD vs PFGC
+121.6%
+71.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.2% |
| 7D | +3.0% | +8.5% | -5.6% | -3.1% |
| 30D | +11.1% | +15.0% | -3.9% | +0.4% |
| 3M | -0.3% | -6.2% | +5.9% | +3.7% |
| 6M | +15.9% | +15.7% | +0.1% | +3.9% |
| YTD | +41.6% | +19.6% | +22.1% | +23.1% |
| 1Y | +49.4% | +13.2% | +36.2% | +34.6% |
| 3Y | +157.8% | +77.0% | +80.9% | +64.9% |
| All | +192.6% | +121.6% | +71.0% | +51.3% |
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 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