+47,350.2%
TJX vs PCAR
+12,969.3%
+34,380.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +3.5% | -4.0% | -1.6% |
| 30D | -1.3% | -2.3% | +1.0% | -0.5% |
| 3M | -13.5% | -19.3% | +5.8% | -7.1% |
| 6M | -10.1% | -7.1% | -3.0% | -8.4% |
| YTD | -10.0% | -2.8% | -7.2% | -10.1% |
| 1Y | -5.5% | +9.3% | -14.8% | -9.4% |
| 3Y | +55.5% | +33.5% | +22.0% | +35.8% |
| 5Y | +112.6% | +112.6% | 0.0% | +56.8% |
| 10Y | +316.3% | +276.9% | +39.3% | +150.6% |
| All | +47,350.2% | +12,969.3% | +34,380.9% | +7,669.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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