+97.2%
TJX vs PFGC
+110.3%
-13.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -4.8% | +0.2% | -3.1% |
| 30D | -17.2% | -12.5% | -4.6% | -13.7% |
| 3M | -24.9% | -9.7% | -15.2% | -22.6% |
| 6M | -19.7% | +7.0% | -26.7% | -21.8% |
| YTD | -17.2% | +4.5% | -21.7% | -19.3% |
| 1Y | -9.4% | -11.6% | +2.2% | -6.8% |
| 3Y | +43.1% | +58.5% | -15.4% | +18.2% |
| All | +97.2% | +110.3% | -13.1% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling