+376.6%
USFD vs PEGA
+92.7%
+283.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +8.4% | -8.2% | +16.6% | +10.8% |
| 30D | +12.7% | -11.6% | +24.3% | +16.2% |
| 3M | +1.1% | -4.2% | +5.3% | +1.5% |
| 6M | +30.2% | -12.0% | +42.1% | +32.0% |
| YTD | +45.8% | -46.9% | +92.7% | +67.1% |
| 1Y | +51.9% | -47.0% | +98.9% | +73.7% |
| 3Y | +158.5% | +40.9% | +117.6% | +96.4% |
| 5Y | +208.0% | -45.4% | +253.4% | +220.1% |
| 10Y | +376.6% | +95.9% | +280.7% | +233.5% |
| All | +376.6% | +92.7% | +283.9% | +233.5% |
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