+3,547.6%
TJX vs PRU
+785.9%
+2,761.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -4.6% | -2.3% | -2.3% | -3.9% |
| 30D | -17.2% | -1.7% | -15.4% | -16.7% |
| 3M | -24.9% | +13.2% | -38.1% | -27.7% |
| 6M | -19.7% | +28.8% | -48.4% | -25.6% |
| YTD | -17.2% | +9.8% | -27.0% | -19.9% |
| 1Y | -9.4% | +17.4% | -26.8% | -14.2% |
| 3Y | +43.1% | +44.9% | -1.8% | +25.7% |
| 5Y | +96.7% | +46.6% | +50.1% | +70.8% |
| 10Y | +287.7% | +137.9% | +149.9% | +184.6% |
| All | +3,547.6% | +785.9% | +2,761.7% | +1,186.0% |
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 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