+253.8%
PBF vs USFD
+346.4%
-92.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.0% |
| 7D | +4.3% | +1.3% | +3.0% | +3.5% |
| 30D | -21.8% | +10.6% | -32.4% | -26.9% |
| 3M | +1.7% | -2.4% | +4.2% | +1.7% |
| 6M | +69.8% | +28.9% | +40.9% | +42.0% |
| YTD | +167.7% | +43.7% | +124.0% | +101.2% |
| 1Y | +89.0% | +48.5% | +40.5% | +38.5% |
| 3Y | +78.8% | +154.7% | -75.9% | -10.6% |
| 5Y | +415.4% | +218.4% | +197.0% | +102.3% |
| 10Y | +263.1% | +360.6% | -97.5% | +18.8% |
| All | +253.8% | +346.4% | -92.6% | +18.7% |
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 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