+158.3%
USFD vs PENG
+153.0%
+5.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -2.1% |
| 7D | +3.9% | -36.7% | +40.6% | +5.2% |
| 30D | +10.7% | -42.0% | +52.7% | +12.2% |
| 3M | +6.3% | -33.2% | +39.5% | +7.0% |
| 6M | +16.2% | +2.1% | +14.1% | +10.4% |
| YTD | +41.9% | +90.3% | -48.4% | +26.1% |
| 1Y | +44.2% | +67.7% | -23.5% | +29.5% |
| All | +158.3% | +153.0% | +5.3% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling