+140.4%
PEG vs USFD
+322.5%
-182.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +1.0% | -3.3% | +4.4% | +1.8% |
| 30D | -1.9% | -5.3% | +3.4% | -0.7% |
| 3M | -3.7% | +18.8% | -22.5% | -7.5% |
| 6M | -9.4% | +14.3% | -23.7% | -12.4% |
| YTD | -6.0% | +36.9% | -42.9% | -13.1% |
| 1Y | -4.4% | +31.7% | -36.1% | -11.0% |
| 3Y | +33.5% | +164.5% | -130.9% | +5.1% |
| 5Y | +35.7% | +212.6% | -176.8% | +0.4% |
| 10Y | +140.4% | +329.7% | -189.3% | +49.2% |
| All | +140.4% | +322.5% | -182.1% | +49.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling