+283.9%
TJX vs PRU
+136.9%
+147.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | -4.0% | -1.9% | -2.1% | -3.1% |
| 30D | -20.3% | -2.6% | -17.7% | -19.4% |
| 3M | -23.3% | +14.7% | -38.0% | -28.1% |
| 6M | -19.7% | +25.7% | -45.4% | -28.1% |
| YTD | -17.1% | +8.3% | -25.4% | -20.9% |
| 1Y | -8.8% | +17.3% | -26.1% | -16.3% |
| 3Y | +43.4% | +43.2% | +0.2% | +15.9% |
| 5Y | +95.2% | +43.5% | +51.7% | +54.5% |
| All | +283.9% | +136.9% | +147.0% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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