+4.7%
PEP vs USFD
+215.8%
-211.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -0.9% |
| 30D | +0.2% | +3.5% | -3.3% | -0.4% |
| 3M | -1.1% | +26.6% | -27.7% | -4.9% |
| 6M | -13.5% | +11.7% | -25.2% | -15.2% |
| YTD | -1.2% | +38.1% | -39.3% | -6.5% |
| 1Y | -1.6% | +33.4% | -34.9% | -6.5% |
| 3Y | -12.5% | +155.8% | -168.3% | -26.1% |
| All | +4.7% | +215.8% | -211.1% | -15.2% |
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