+321.0%
USFD vs PEGA
+191.4%
+129.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.0% | +3.3% | -6.3% | -3.9% |
| 30D | +3.5% | +17.7% | -14.2% | -1.1% |
| 3M | +26.6% | +5.8% | +20.8% | +23.2% |
| 6M | +11.7% | -20.3% | +32.0% | +16.3% |
| YTD | +38.1% | -37.1% | +75.3% | +51.8% |
| 1Y | +33.4% | -30.2% | +63.6% | +40.7% |
| 3Y | +155.8% | +48.1% | +107.7% | +95.9% |
| 5Y | +214.0% | -46.8% | +260.8% | +239.9% |
| All | +321.0% | +191.4% | +129.6% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling