+212.6%
USFD vs PPG
-18.4%
+230.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.3% |
| 7D | -3.3% | 0.0% | -3.4% | -3.4% |
| 30D | -5.3% | -7.8% | +2.5% | -1.6% |
| 3M | +18.8% | -2.2% | +21.0% | +19.1% |
| 6M | +14.3% | +4.1% | +10.1% | +10.1% |
| YTD | +36.9% | +9.1% | +27.8% | +28.0% |
| 1Y | +31.7% | +1.0% | +30.8% | +28.0% |
| 3Y | +164.5% | -13.3% | +177.7% | +174.3% |
| 5Y | +212.6% | -19.2% | +231.8% | +224.1% |
| All | +212.6% | -18.4% | +230.9% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling