+362.2%
USFD vs PEGA
+101.4%
+260.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +3.0% | -4.5% | +7.5% | +4.2% |
| 30D | +11.1% | -5.7% | +16.7% | +12.6% |
| 3M | -0.3% | +2.6% | -2.8% | -1.6% |
| 6M | +15.9% | -10.6% | +26.5% | +17.1% |
| YTD | +41.6% | -45.5% | +87.1% | +61.2% |
| 1Y | +49.4% | -44.8% | +94.2% | +69.0% |
| 3Y | +157.8% | +45.5% | +112.3% | +94.3% |
| 5Y | +176.6% | -45.3% | +221.9% | +189.0% |
| All | +362.2% | +101.4% | +260.7% | +223.8% |
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