+41.7%
PEG vs USFD
+215.4%
-173.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.2% |
| 30D | +7.5% | +10.2% | -2.6% | +5.4% |
| 3M | +0.8% | -1.5% | +2.3% | +1.0% |
| 6M | 0.0% | +27.3% | -27.3% | -5.1% |
| YTD | -3.0% | +44.0% | -47.0% | -10.9% |
| 1Y | -4.7% | +50.4% | -55.1% | -13.3% |
| 3Y | +36.5% | +153.6% | -117.1% | +9.9% |
| All | +41.7% | +215.4% | -173.8% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling