+612.5%
TJX vs PBF
+315.7%
+296.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -4.0% | +1.4% | -5.3% | -4.1% |
| 30D | -20.3% | +15.8% | -36.2% | -21.7% |
| 3M | -23.3% | +90.3% | -113.5% | -29.1% |
| 6M | -19.7% | +102.8% | -122.6% | -27.0% |
| YTD | -17.1% | +187.3% | -204.5% | -28.1% |
| 1Y | -8.8% | +161.8% | -170.6% | -20.6% |
| 3Y | +43.4% | +55.5% | -12.1% | +29.2% |
| 5Y | +95.2% | +801.9% | -706.7% | +28.8% |
| 10Y | +288.1% | +362.2% | -74.2% | +138.2% |
| All | +612.5% | +315.7% | +296.9% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling