+43.2%
TJX vs PCG
-15.4%
+58.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.5% |
| 7D | -4.0% | +6.5% | -10.4% | -4.9% |
| 30D | -20.3% | -16.7% | -3.6% | -18.5% |
| 3M | -23.3% | -14.2% | -9.1% | -22.0% |
| 6M | -19.7% | -21.5% | +1.7% | -17.2% |
| YTD | -17.1% | -11.2% | -5.9% | -16.3% |
| 1Y | -8.8% | -4.2% | -4.6% | -9.3% |
| All | +43.2% | -15.4% | +58.6% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling