-6.8%
PEG vs USFD
+49.7%
-56.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.3% | +2.9% |
| 7D | +0.9% | +3.9% | -3.0% | +0.3% |
| 30D | +3.8% | +12.8% | -9.0% | +2.1% |
| 3M | +0.1% | +1.0% | -0.9% | -0.3% |
| 6M | -1.0% | +30.3% | -31.2% | -4.5% |
| YTD | -4.1% | +46.0% | -50.1% | -9.8% |
| All | -6.8% | +49.7% | -56.5% | -13.3% |
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