+95.2%
TJX vs PRU
+43.7%
+51.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | -4.0% | -1.9% | -2.1% | -3.3% |
| 30D | -20.3% | -2.6% | -17.7% | -19.6% |
| 3M | -23.3% | +14.7% | -38.0% | -27.0% |
| 6M | -19.7% | +25.7% | -45.4% | -26.3% |
| YTD | -17.1% | +8.3% | -25.4% | -20.0% |
| 1Y | -8.8% | +17.3% | -26.1% | -14.7% |
| 3Y | +43.4% | +43.2% | +0.2% | +19.3% |
| 5Y | +95.2% | +43.5% | +51.7% | +61.2% |
| All | +95.2% | +43.7% | +51.5% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling