+268.9%
PBF vs USFD
+329.0%
-60.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | +4.3% | -3.0% | +7.3% | +6.1% |
| 30D | +22.0% | +3.5% | +18.4% | +19.2% |
| 3M | +74.5% | +26.6% | +47.9% | +50.0% |
| 6M | +67.7% | +11.7% | +56.0% | +52.8% |
| YTD | +179.2% | +38.1% | +141.1% | +117.7% |
| 1Y | +170.0% | +33.4% | +136.6% | +112.9% |
| 3Y | +66.4% | +155.8% | -89.4% | -16.5% |
| 5Y | +764.5% | +214.0% | +550.5% | +243.6% |
| 10Y | +358.5% | +320.4% | +38.2% | +56.4% |
| All | +268.9% | +329.0% | -60.1% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling