+283.6%
TJX vs PBF
+374.8%
-91.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -4.6% | +5.3% | -9.9% | -5.1% |
| 30D | -17.2% | +11.7% | -28.9% | -18.3% |
| 3M | -24.9% | +91.1% | -116.0% | -30.6% |
| 6M | -19.7% | +88.4% | -108.1% | -26.3% |
| YTD | -17.2% | +194.1% | -211.3% | -28.5% |
| 1Y | -9.4% | +180.4% | -189.8% | -21.9% |
| 3Y | +43.1% | +59.3% | -16.2% | +28.6% |
| 5Y | +96.7% | +816.3% | -719.6% | +27.2% |
| All | +283.6% | +374.8% | -91.2% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling