-5.2%
TJX vs PBF
+176.4%
-181.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | -2.2% | +4.3% | -6.5% | -2.0% |
| 30D | -17.1% | +22.0% | -39.1% | -16.1% |
| 3M | -16.5% | +74.5% | -91.0% | -13.5% |
| 6M | -17.8% | +67.7% | -85.5% | -14.9% |
| YTD | -13.2% | +179.2% | -192.4% | -10.0% |
| 1Y | -5.2% | +170.0% | -175.2% | -1.2% |
| All | -5.2% | +176.4% | -181.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling