+43.1%
TJX vs PGR
+75.0%
-31.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -17.2% | +4.9% | -22.1% | -17.8% |
| 3M | -24.9% | +7.6% | -32.5% | -25.8% |
| 6M | -19.7% | +8.3% | -27.9% | -20.7% |
| YTD | -17.2% | +1.7% | -18.9% | -17.6% |
| 1Y | -9.4% | -6.8% | -2.6% | -8.7% |
| 3Y | +43.1% | +73.4% | -30.4% | +36.3% |
| All | +43.1% | +75.0% | -31.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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