+311.3%
TJX vs PFGC
+403.3%
-92.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -4.0% | -3.7% | -0.2% | -2.9% |
| 30D | -20.3% | -16.0% | -4.4% | -16.5% |
| 3M | -23.3% | -4.1% | -19.1% | -22.5% |
| 6M | -19.7% | +8.7% | -28.4% | -21.9% |
| YTD | -17.1% | +6.4% | -23.5% | -19.2% |
| 1Y | -8.8% | -8.4% | -0.4% | -7.5% |
| 3Y | +43.4% | +61.8% | -18.4% | +22.5% |
| 5Y | +95.2% | +108.7% | -13.5% | +52.3% |
| 10Y | +288.1% | +298.1% | -10.1% | +150.3% |
| All | +311.3% | +403.3% | -92.0% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling