+263.7%
USFD vs PENG
+520.3%
-256.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | +0.7% |
| 7D | +3.9% | -36.7% | +40.6% | +10.4% |
| 30D | +10.7% | -42.0% | +52.7% | +18.2% |
| 3M | +6.3% | -33.2% | +39.5% | +10.2% |
| 6M | +16.2% | +2.1% | +14.1% | +6.0% |
| YTD | +41.9% | +90.3% | -48.4% | +12.9% |
| 1Y | +44.2% | +67.7% | -23.5% | +17.3% |
| 3Y | +159.8% | +154.2% | +5.6% | +79.6% |
| 5Y | +177.1% | +28.3% | +148.8% | +106.6% |
| All | +263.7% | +520.3% | -256.7% | +108.4% |
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 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