+4.4%
PEP vs USFD
+215.4%
-211.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +12.5% | +10.2% | +2.4% | +10.7% |
| 3M | +4.5% | -1.5% | +6.0% | +4.6% |
| 6M | -0.5% | +27.3% | -27.8% | -4.5% |
| YTD | +4.4% | +44.0% | -39.6% | -2.1% |
| 1Y | +4.4% | +50.4% | -46.0% | -2.9% |
| 3Y | -3.4% | +153.6% | -157.0% | -18.5% |
| All | +4.4% | +215.4% | -211.0% | -16.0% |
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 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