+566.9%
PBR vs USFD
+359.1%
+207.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.1% |
| 7D | -3.7% | +1.3% | -5.0% | -4.3% |
| 30D | -29.0% | +10.6% | -39.6% | -32.2% |
| 3M | +4.9% | -2.4% | +7.3% | +4.9% |
| 6M | -8.4% | +28.9% | -37.3% | -19.0% |
| YTD | +59.4% | +43.7% | +15.6% | +32.2% |
| 1Y | +45.5% | +48.5% | -3.0% | +18.7% |
| 3Y | +67.4% | +154.7% | -87.3% | +5.8% |
| 5Y | +453.0% | +218.4% | +234.6% | +201.4% |
| All | +566.9% | +359.1% | +207.8% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling