+354.1%
USFD vs PEGA
+97.3%
+256.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +10.2% | -4.1% | +14.3% | +11.2% |
| 3M | -1.5% | -2.8% | +1.3% | -1.3% |
| 6M | +27.3% | -0.4% | +27.8% | +24.9% |
| YTD | +44.0% | -45.4% | +89.4% | +63.7% |
| 1Y | +50.4% | -42.6% | +93.0% | +68.1% |
| 3Y | +153.6% | +45.4% | +108.2% | +91.0% |
| 5Y | +219.0% | -44.6% | +263.6% | +231.4% |
| All | +354.1% | +97.3% | +256.8% | +222.1% |
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