+97.2%
TJX vs PGR
+159.7%
-62.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -17.2% | +4.9% | -22.1% | -18.1% |
| 3M | -24.9% | +7.6% | -32.5% | -26.4% |
| 6M | -19.7% | +8.3% | -27.9% | -21.4% |
| YTD | -17.2% | +1.7% | -18.9% | -18.0% |
| 1Y | -9.4% | -6.8% | -2.6% | -8.4% |
| 3Y | +43.1% | +73.4% | -30.4% | +19.8% |
| All | +97.2% | +159.7% | -62.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling