+354.1%
USFD vs PPG
+53.9%
+300.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.7% | +0.7% | +0.9% | +1.2% |
| 30D | +10.2% | +17.6% | -7.4% | -1.0% |
| 3M | -1.5% | +7.5% | -8.9% | -6.2% |
| 6M | +27.3% | +17.6% | +9.7% | +12.6% |
| YTD | +44.0% | +22.6% | +21.4% | +21.5% |
| 1Y | +50.4% | +28.0% | +22.4% | +22.8% |
| 3Y | +153.6% | +1.8% | +151.8% | +134.6% |
| 5Y | +219.0% | -15.5% | +234.5% | +231.8% |
| All | +354.1% | +53.9% | +300.2% | +184.2% |
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