+284.9%
TJX vs PCG
-75.6%
+360.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.4% |
| 30D | -18.6% | -18.9% | +0.3% | -17.3% |
| 3M | -24.4% | -15.8% | -8.5% | -23.4% |
| 6M | -20.2% | -22.6% | +2.3% | -18.7% |
| YTD | -16.9% | -12.2% | -4.7% | -16.3% |
| 1Y | -8.5% | -7.1% | -1.4% | -8.3% |
| 3Y | +43.7% | -15.8% | +59.6% | +44.6% |
| 5Y | +97.3% | +53.3% | +44.0% | +89.1% |
| All | +284.9% | -75.6% | +360.4% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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