+97.2%
TJX vs PNC
+51.4%
+45.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -17.2% | -4.4% | -12.8% | -15.9% |
| 3M | -24.9% | +5.2% | -30.1% | -26.3% |
| 6M | -19.7% | +20.6% | -40.3% | -24.6% |
| YTD | -17.2% | +19.8% | -37.0% | -22.4% |
| 1Y | -9.4% | +24.4% | -33.9% | -16.4% |
| 3Y | +43.1% | +131.2% | -88.2% | +2.3% |
| All | +97.2% | +51.4% | +45.8% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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