+99.9%
PBR vs USFD
+162.9%
-63.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +2.5% | -3.3% | +5.8% | +2.9% |
| 30D | +19.4% | -5.3% | +24.7% | +20.2% |
| 3M | +20.8% | +18.8% | +2.0% | +17.3% |
| 6M | +23.5% | +14.3% | +9.2% | +20.4% |
| YTD | +83.4% | +36.9% | +46.5% | +68.6% |
| 1Y | +77.6% | +31.7% | +45.8% | +64.8% |
| 3Y | +99.9% | +164.5% | -64.6% | +47.1% |
| All | +99.9% | +162.9% | -63.1% | +47.1% |
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 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