+69.8%
PBF vs USFD
+29.3%
+40.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +1.8% |
| 7D | +4.3% | +1.3% | +3.0% | +4.7% |
| 30D | -21.8% | +10.6% | -32.4% | -18.6% |
| 3M | +1.7% | -2.4% | +4.2% | +2.3% |
| 6M | +69.8% | +28.9% | +40.9% | +96.6% |
| All | +69.8% | +29.3% | +40.5% | +96.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling