+283.6%
TJX vs PNR
+66.2%
+217.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -4.6% | -6.0% | +1.4% | -2.1% |
| 30D | -17.2% | -14.0% | -3.2% | -12.0% |
| 3M | -24.9% | -21.7% | -3.2% | -18.0% |
| 6M | -19.7% | -37.3% | +17.6% | -4.2% |
| YTD | -17.2% | -45.1% | +27.9% | +3.7% |
| 1Y | -9.4% | -49.1% | +39.7% | +17.1% |
| 3Y | +43.1% | -14.8% | +57.9% | +41.1% |
| 5Y | +96.7% | -21.0% | +117.7% | +96.7% |
| All | +283.6% | +66.2% | +217.5% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling