-21.0%
PFE vs TJX
+94.3%
-115.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -4.4% | +0.3% | -3.3% |
| 30D | +3.9% | -18.6% | +22.4% | +7.5% |
| 3M | +9.9% | -24.4% | +34.3% | +15.2% |
| 6M | +5.3% | -20.2% | +25.5% | +9.3% |
| YTD | +16.8% | -16.9% | +33.7% | +20.3% |
| 1Y | +20.4% | -8.5% | +28.9% | +21.9% |
| 3Y | -2.1% | +43.7% | -45.8% | -7.6% |
| 5Y | -21.0% | +97.3% | -118.3% | -30.2% |
| All | -21.0% | +94.3% | -115.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 5y: compounded portfolio wealth divided by compounded TJX 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…
5y analysis · Full analysis span regression · 6 months rolling