+97.2%
TJX vs PFG
+110.9%
-13.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.7% |
| 7D | -4.6% | -0.4% | -4.1% | -4.4% |
| 30D | -17.2% | +2.9% | -20.0% | -18.1% |
| 3M | -24.9% | +6.7% | -31.6% | -26.8% |
| 6M | -19.7% | +33.8% | -53.4% | -27.9% |
| YTD | -17.2% | +35.0% | -52.2% | -26.2% |
| 1Y | -9.4% | +46.4% | -55.8% | -21.9% |
| 3Y | +43.1% | +71.6% | -28.6% | +12.8% |
| All | +97.2% | +110.9% | -13.8% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling