+49.8%
USFD vs PEGA
-44.4%
+94.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.4% | +8.5% |
| 7D | +7.8% | -2.9% | +10.7% | +7.9% |
| 30D | +16.2% | -0.5% | +16.7% | +16.2% |
| 3M | +11.0% | +8.5% | +2.5% | +10.9% |
| 6M | +20.7% | -6.3% | +27.0% | +20.4% |
| YTD | +46.0% | -42.2% | +88.1% | +44.1% |
| 1Y | +49.8% | -43.4% | +93.2% | +50.2% |
| All | +49.8% | -44.4% | +94.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling