+97.2%
TJX vs PNR
-21.7%
+118.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -4.6% | -6.0% | +1.4% | -2.8% |
| 30D | -17.2% | -14.0% | -3.2% | -13.4% |
| 3M | -24.9% | -21.7% | -3.2% | -19.8% |
| 6M | -19.7% | -37.3% | +17.6% | -8.3% |
| YTD | -17.2% | -45.1% | +27.9% | -1.9% |
| 1Y | -9.4% | -49.1% | +39.7% | +10.1% |
| 3Y | +43.1% | -14.8% | +57.9% | +39.8% |
| All | +97.2% | -21.7% | +118.9% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling