+135.5%
PEG vs USFD
+339.9%
-204.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.3% | +3.0% | -5.2% | -3.0% |
| 30D | +1.2% | +11.1% | -9.8% | -1.2% |
| 3M | -2.4% | -0.3% | -2.1% | -2.5% |
| 6M | -6.9% | +15.9% | -22.7% | -10.3% |
| YTD | -7.2% | +41.6% | -48.8% | -14.9% |
| 1Y | -8.9% | +49.4% | -58.3% | -17.5% |
| 3Y | +27.1% | +157.8% | -130.7% | +0.8% |
| 5Y | +33.8% | +176.6% | -142.8% | +2.1% |
| 10Y | +150.2% | +375.4% | -225.2% | +57.9% |
| All | +135.5% | +339.9% | -204.4% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling