+93.7%
PEP vs USFD
+340.6%
-246.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +6.7% | +3.9% | +2.7% | +6.1% |
| 30D | +13.5% | +10.7% | +2.8% | +11.9% |
| 3M | +3.9% | +6.3% | -2.4% | +2.9% |
| 6M | -6.0% | +16.2% | -22.2% | -8.1% |
| YTD | +2.5% | +41.9% | -39.4% | -2.7% |
| 1Y | +3.9% | +44.2% | -40.3% | -1.6% |
| 3Y | -4.7% | +159.8% | -164.4% | -17.3% |
| 5Y | +1.1% | +177.1% | -176.0% | -14.2% |
| 10Y | +83.8% | +376.2% | -292.3% | +44.4% |
| All | +93.7% | +340.6% | -246.9% | +52.6% |
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