+43,572.8%
TJX vs PGR
+42,507.8%
+1,064.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -17.2% | +4.9% | -22.1% | -18.6% |
| 3M | -24.9% | +7.6% | -32.5% | -27.1% |
| 6M | -19.7% | +8.3% | -27.9% | -22.4% |
| YTD | -17.2% | +1.7% | -18.9% | -18.5% |
| 1Y | -9.4% | -6.8% | -2.6% | -8.4% |
| 3Y | +43.1% | +73.4% | -30.4% | +14.7% |
| 5Y | +96.7% | +161.2% | -64.5% | +34.0% |
| 10Y | +287.7% | +819.5% | -531.7% | +67.1% |
| All | +43,572.8% | +42,507.8% | +1,064.9% | +5,782.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling