+86.8%
PEP vs USFD
+329.0%
-242.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | +0.2% | +3.5% | -3.3% | -0.3% |
| 3M | -1.1% | +26.6% | -27.7% | -4.3% |
| 6M | -13.5% | +11.7% | -25.2% | -14.9% |
| YTD | -1.2% | +38.1% | -39.3% | -5.8% |
| 1Y | -1.6% | +33.4% | -34.9% | -5.8% |
| 3Y | -12.5% | +155.8% | -168.3% | -23.9% |
| 5Y | +3.0% | +214.0% | -211.0% | -13.9% |
| 10Y | +73.9% | +320.4% | -246.4% | +37.6% |
| All | +86.8% | +329.0% | -242.2% | +47.8% |
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