+3,201.6%
PFE vs TJX
+45,310.1%
-42,108.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.8% |
| 7D | -2.7% | -3.3% | +0.6% | -2.0% |
| 30D | +3.8% | -19.9% | +23.7% | +8.7% |
| 3M | +10.4% | -19.0% | +29.4% | +15.2% |
| 6M | +6.3% | -18.6% | +24.8% | +10.7% |
| YTD | +17.4% | -15.3% | +32.7% | +21.1% |
| 1Y | +21.1% | -7.3% | +28.5% | +22.6% |
| 3Y | -1.6% | +46.6% | -48.2% | -9.9% |
| 5Y | -22.2% | +98.5% | -120.6% | -34.0% |
| 10Y | +32.9% | +289.1% | -256.2% | -5.0% |
| All | +3,201.6% | +45,310.1% | -42,108.6% | +881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling