-8.5%
TJX vs PCG
-4.6%
-3.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | -4.4% | +0.5% | -4.9% | -4.4% |
| 30D | -18.6% | -18.9% | +0.3% | -16.8% |
| 3M | -24.4% | -15.8% | -8.5% | -23.3% |
| 6M | -20.2% | -22.6% | +2.3% | -18.0% |
| YTD | -16.9% | -12.2% | -4.7% | -16.0% |
| 1Y | -8.5% | -7.1% | -1.4% | -7.5% |
| All | -8.5% | -4.6% | -3.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling