+158.5%
USFD vs PEGA
+44.0%
+114.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +8.4% | -8.2% | +16.6% | +9.4% |
| 30D | +12.7% | -11.6% | +24.3% | +14.2% |
| 3M | +1.1% | -4.2% | +5.3% | +1.3% |
| 6M | +30.2% | -12.0% | +42.1% | +31.1% |
| YTD | +45.8% | -46.9% | +92.7% | +55.4% |
| 1Y | +51.9% | -47.0% | +98.9% | +61.7% |
| 3Y | +158.5% | +40.9% | +117.6% | +137.3% |
| All | +158.5% | +44.0% | +114.5% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling