+66.1%
PBR vs USFD
+159.2%
-93.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -16.0% | +3.0% | -18.9% | -16.1% |
| 30D | -22.8% | +11.1% | -33.8% | -23.4% |
| 3M | +3.0% | -0.3% | +3.3% | +3.3% |
| 6M | -8.1% | +15.9% | -24.0% | -9.9% |
| YTD | +63.1% | +41.6% | +21.5% | +49.7% |
| 1Y | +59.3% | +49.4% | +9.9% | +43.4% |
| 3Y | +66.1% | +157.8% | -91.7% | +18.3% |
| All | +66.1% | +159.2% | -93.1% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling