+3,803.0%
TJX vs PRU
+817.9%
+2,985.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.3% | +3.6% | -4.0% | -1.4% |
| 30D | -5.6% | +8.9% | -14.5% | -7.9% |
| 3M | -12.3% | +0.2% | -12.5% | -12.4% |
| 6M | -7.7% | +23.7% | -31.4% | -13.4% |
| YTD | -11.4% | +13.7% | -25.1% | -15.2% |
| 1Y | -7.0% | +20.6% | -27.7% | -12.6% |
| 3Y | +53.3% | +56.3% | -3.1% | +31.7% |
| 5Y | +109.9% | +42.3% | +67.6% | +84.1% |
| 10Y | +310.0% | +99.3% | +210.7% | +214.0% |
| All | +3,803.0% | +817.9% | +2,985.1% | +1,261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling