+3.2%
TJX vs PNR
-31.2%
+34.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +4.8% |
| 7D | +4.6% | +11.9% | -7.3% | +3.5% |
| 30D | +7.7% | +37.1% | -29.4% | +4.3% |
| 3M | -7.8% | +5.7% | -13.5% | -7.6% |
| 6M | -5.8% | -5.7% | -0.1% | -4.9% |
| YTD | -4.9% | -29.8% | +24.9% | -2.3% |
| 1Y | +3.2% | -31.8% | +34.9% | +7.4% |
| All | +3.2% | -31.2% | +34.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling