+43.5%
TJX vs PBF
+56.6%
-13.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -4.4% | +2.3% | -6.7% | -4.3% |
| 30D | -18.6% | +11.6% | -30.1% | -18.5% |
| 3M | -24.4% | +81.7% | -106.1% | -24.0% |
| 6M | -20.2% | +96.4% | -116.7% | -20.1% |
| YTD | -16.9% | +189.5% | -206.4% | -17.6% |
| 1Y | -8.5% | +180.7% | -189.3% | -9.4% |
| All | +43.5% | +56.6% | -13.1% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling