+44.2%
USFD vs PENG
+73.0%
-28.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -3.3% |
| 7D | +3.9% | -36.7% | +40.6% | +3.0% |
| 30D | +10.7% | -42.0% | +52.7% | +9.7% |
| 3M | +6.3% | -33.2% | +39.5% | +5.5% |
| 6M | +16.2% | +2.1% | +14.1% | +11.1% |
| YTD | +41.9% | +90.3% | -48.4% | +28.2% |
| 1Y | +44.2% | +67.7% | -23.5% | +32.4% |
| All | +44.2% | +73.0% | -28.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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