+177.1%
USFD vs PENG
+31.0%
+146.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -0.8% |
| 7D | +3.9% | -36.7% | +40.6% | +7.7% |
| 30D | +10.7% | -42.0% | +52.7% | +15.1% |
| 3M | +6.3% | -33.2% | +39.5% | +8.5% |
| 6M | +16.2% | +2.1% | +14.1% | +7.9% |
| YTD | +41.9% | +90.3% | -48.4% | +18.6% |
| 1Y | +44.2% | +67.7% | -23.5% | +22.7% |
| 3Y | +159.8% | +154.2% | +5.6% | +90.6% |
| 5Y | +177.1% | +28.3% | +148.8% | +115.7% |
| All | +177.1% | +31.0% | +146.1% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling