+718.6%
PBF vs USFD
+215.8%
+502.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +4.3% | -3.0% | +7.3% | +4.9% |
| 30D | +22.0% | +3.5% | +18.4% | +21.1% |
| 3M | +74.5% | +26.6% | +47.9% | +65.4% |
| 6M | +67.7% | +11.7% | +56.0% | +62.7% |
| YTD | +179.2% | +38.1% | +141.1% | +152.3% |
| 1Y | +170.0% | +33.4% | +136.6% | +145.7% |
| 3Y | +66.4% | +155.8% | -89.4% | +23.5% |
| All | +718.6% | +215.8% | +502.7% | +387.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling