+95.2%
TJX vs PCG
+55.2%
+40.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.2% |
| 7D | -4.0% | +6.5% | -10.4% | -5.5% |
| 30D | -20.3% | -16.7% | -3.6% | -17.5% |
| 3M | -23.3% | -14.2% | -9.1% | -21.2% |
| 6M | -19.7% | -21.5% | +1.7% | -15.7% |
| YTD | -17.1% | -11.2% | -5.9% | -16.0% |
| 1Y | -8.8% | -4.2% | -4.6% | -9.8% |
| 3Y | +43.4% | -14.9% | +58.3% | +43.5% |
| 5Y | +95.2% | +54.2% | +41.0% | +63.4% |
| All | +95.2% | +55.2% | +40.0% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling