+1,070.7%
PBR vs USFD
+329.0%
+741.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +8.6% | -3.0% | +11.6% | +9.9% |
| 30D | +12.8% | +3.5% | +9.3% | +11.0% |
| 3M | +14.7% | +26.6% | -11.9% | +3.3% |
| 6M | +25.2% | +11.7% | +13.5% | +17.8% |
| YTD | +77.1% | +38.1% | +39.0% | +50.6% |
| 1Y | +69.6% | +33.4% | +36.2% | +45.8% |
| 3Y | +95.6% | +155.8% | -60.2% | +23.7% |
| 5Y | +501.8% | +214.0% | +287.7% | +229.5% |
| 10Y | +640.6% | +320.4% | +320.2% | +203.0% |
| All | +1,070.7% | +329.0% | +741.7% | +390.0% |
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