-4.8%
PEP vs USFD
+167.5%
-172.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | +1.0% | +3.9% | -2.9% | +0.3% |
| 30D | +12.6% | +12.8% | -0.2% | +10.5% |
| 3M | +3.1% | +1.0% | +2.2% | +2.8% |
| 6M | -6.3% | +30.3% | -36.5% | -9.9% |
| YTD | +1.9% | +46.0% | -44.1% | -3.8% |
| 1Y | +3.3% | +49.6% | -46.3% | -2.8% |
| 3Y | -4.8% | +166.3% | -171.1% | -19.7% |
| All | -4.8% | +167.5% | -172.3% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling