+89.6%
PEP vs USFD
+369.2%
-279.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +4.6% | +8.4% | -3.8% | +3.4% |
| 30D | +14.0% | +12.7% | +1.3% | +12.1% |
| 3M | +5.4% | +1.1% | +4.3% | +5.1% |
| 6M | -5.1% | +30.2% | -35.3% | -8.7% |
| YTD | +3.1% | +45.8% | -42.7% | -2.5% |
| 1Y | +4.8% | +51.9% | -47.2% | -1.6% |
| 3Y | -4.1% | +158.5% | -162.6% | -16.8% |
| 5Y | +3.0% | +208.0% | -205.1% | -13.8% |
| 10Y | +89.6% | +376.6% | -287.0% | +46.0% |
| All | +89.6% | +369.2% | -279.6% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling