+52.1%
USFD vs PEGA
-47.6%
+99.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.2% |
| 7D | +3.9% | -10.0% | +13.9% | +4.2% |
| 30D | +12.8% | -12.7% | +25.5% | +13.2% |
| 3M | +1.0% | -4.6% | +5.6% | +1.2% |
| 6M | +30.3% | -13.1% | +43.4% | +30.2% |
| YTD | +46.0% | -47.6% | +93.5% | +44.5% |
| All | +52.1% | -47.6% | +99.6% | +50.7% |
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