+63.3%
PBF vs USFD
+159.2%
-96.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -13.8% | +3.0% | -16.7% | -13.8% |
| 30D | -19.6% | +11.1% | -30.7% | -20.0% |
| 3M | +10.3% | -0.3% | +10.5% | +10.6% |
| 6M | +63.4% | +15.9% | +47.6% | +61.6% |
| YTD | +152.6% | +41.6% | +111.0% | +131.4% |
| 1Y | +87.4% | +49.4% | +38.0% | +67.6% |
| 3Y | +63.3% | +157.8% | -94.6% | +11.7% |
| All | +63.3% | +159.2% | -96.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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