+317.7%
USFD vs PPG
+26.0%
+291.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.4% |
| 7D | -3.0% | -1.5% | -1.5% | -2.2% |
| 30D | +3.5% | -5.0% | +8.5% | +6.7% |
| 3M | +26.6% | +1.1% | +25.4% | +24.2% |
| 6M | +11.7% | -3.2% | +14.9% | +11.5% |
| YTD | +38.1% | +11.9% | +26.3% | +24.4% |
| 1Y | +33.4% | +5.3% | +28.1% | +24.4% |
| 3Y | +155.8% | -15.0% | +170.8% | +168.6% |
| 5Y | +214.0% | -19.6% | +233.6% | +233.5% |
| 10Y | +320.4% | +27.0% | +293.3% | +194.7% |
| All | +317.7% | +26.0% | +291.7% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling