-6.8%
PEG vs USFD
+34.2%
-41.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.7% | -3.0% | +3.7% | +1.0% |
| 30D | -2.4% | +3.5% | -6.0% | -2.9% |
| 3M | -4.8% | +26.6% | -31.4% | -7.3% |
| 6M | -10.7% | +11.7% | -22.4% | -11.9% |
| YTD | -6.7% | +38.1% | -44.8% | -10.1% |
| 1Y | -6.8% | +33.4% | -40.2% | -9.8% |
| All | -6.8% | +34.2% | -41.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling