+43,711.4%
TJX vs PNR
+3,435.9%
+40,275.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -4.4% | -5.5% | +1.1% | -2.7% |
| 30D | -18.6% | -15.6% | -3.0% | -14.3% |
| 3M | -24.4% | -20.2% | -4.2% | -19.6% |
| 6M | -20.2% | -36.6% | +16.4% | -9.3% |
| YTD | -16.9% | -45.0% | +28.0% | -1.8% |
| 1Y | -8.5% | -47.4% | +38.9% | +9.6% |
| 3Y | +43.7% | -13.7% | +57.4% | +44.6% |
| 5Y | +97.3% | -20.8% | +118.1% | +100.8% |
| 10Y | +289.0% | +65.2% | +223.8% | +210.0% |
| All | +43,711.4% | +3,435.9% | +40,275.4% | +17,625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling