+158.5%
USFD vs PPG
+4.5%
+154.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +8.4% | +3.2% | +5.1% | +7.3% |
| 30D | +12.7% | +20.4% | -7.6% | +6.1% |
| 3M | +1.1% | +8.4% | -7.3% | -1.6% |
| 6M | +30.2% | +15.6% | +14.5% | +23.3% |
| YTD | +45.8% | +24.4% | +21.4% | +34.1% |
| 1Y | +51.9% | +32.9% | +19.0% | +36.2% |
| 3Y | +158.5% | +3.7% | +154.8% | +146.7% |
| All | +158.5% | +4.5% | +154.0% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling