+413.0%
PBF vs USFD
+208.8%
+204.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -22.2% | +10.6% | -32.7% | -23.5% |
| 3M | +1.3% | -2.4% | +3.7% | +1.6% |
| 6M | +69.0% | +28.9% | +40.1% | +60.3% |
| YTD | +166.5% | +43.7% | +122.8% | +140.7% |
| 1Y | +88.1% | +48.5% | +39.6% | +68.0% |
| 3Y | +77.9% | +154.7% | -76.8% | +35.9% |
| 5Y | +413.0% | +218.4% | +194.6% | +243.1% |
| All | +413.0% | +208.8% | +204.3% | +243.1% |
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