+315.7%
USFD vs PPG
+23.8%
+291.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.1% | -3.9% |
| 7D | -7.0% | -3.7% | -3.3% | -4.6% |
| 30D | -10.3% | -7.2% | -3.1% | -5.9% |
| 3M | +9.2% | -7.3% | +16.5% | +13.5% |
| 6M | +7.4% | +0.3% | +7.1% | +4.7% |
| YTD | +29.4% | +6.5% | +22.8% | +20.0% |
| 1Y | +24.8% | +0.5% | +24.3% | +19.9% |
| 3Y | +150.0% | -15.3% | +165.3% | +161.9% |
| 5Y | +195.5% | -22.9% | +218.4% | +222.7% |
| 10Y | +315.7% | +28.4% | +287.3% | +192.5% |
| All | +315.7% | +23.8% | +291.9% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling