-9.4%
TJX vs PFG
+49.5%
-58.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -17.2% | +2.9% | -20.0% | -17.7% |
| 3M | -24.9% | +6.7% | -31.6% | -26.0% |
| 6M | -19.7% | +33.8% | -53.4% | -23.8% |
| YTD | -17.2% | +35.0% | -52.2% | -21.7% |
| 1Y | -9.4% | +46.4% | -55.8% | -15.7% |
| All | -9.4% | +49.5% | -58.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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