+3,836.0%
TJX vs PFG
+989.9%
+2,846.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.0% | +3.2% | -7.2% | -4.9% |
| 30D | -20.3% | +0.9% | -21.3% | -20.6% |
| 3M | -23.3% | +7.7% | -31.0% | -25.0% |
| 6M | -19.7% | +29.0% | -48.7% | -25.5% |
| YTD | -17.1% | +32.5% | -49.6% | -23.9% |
| 1Y | -8.8% | +47.3% | -56.1% | -18.9% |
| 3Y | +43.4% | +68.2% | -24.8% | +21.2% |
| 5Y | +95.2% | +108.5% | -13.3% | +53.8% |
| 10Y | +288.1% | +241.4% | +46.7% | +159.9% |
| All | +3,836.0% | +989.9% | +2,846.2% | +1,418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling