+43.1%
TJX vs PFGC
+58.8%
-15.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -4.8% | +0.2% | -3.5% |
| 30D | -17.2% | -12.5% | -4.6% | -14.5% |
| 3M | -24.9% | -9.7% | -15.2% | -23.1% |
| 6M | -19.7% | +7.0% | -26.7% | -21.2% |
| YTD | -17.2% | +4.5% | -21.7% | -18.8% |
| 1Y | -9.4% | -11.6% | +2.2% | -7.3% |
| 3Y | +43.1% | +58.5% | -15.4% | +25.8% |
| All | +43.1% | +58.8% | -15.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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