+254.1%
USFD vs PENG
+762.7%
-508.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.4% |
| 7D | -3.0% | +4.5% | -7.6% | -3.8% |
| 30D | +3.5% | -7.1% | +10.6% | +4.4% |
| 3M | +26.6% | -27.3% | +53.8% | +28.9% |
| 6M | +11.7% | +169.6% | -157.9% | -13.2% |
| YTD | +38.1% | +164.6% | -126.5% | +7.0% |
| 1Y | +33.4% | +109.5% | -76.1% | +7.1% |
| 3Y | +155.8% | +98.9% | +56.9% | +88.4% |
| 5Y | +214.0% | +116.3% | +97.8% | +116.9% |
| All | +254.1% | +762.7% | -508.5% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling