+3,849.2%
TJX vs PRU
+814.1%
+3,035.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -2.8% | -2.9% | -4.9% |
| 30D | -3.9% | +8.5% | -12.4% | -6.1% |
| 3M | -12.1% | +1.7% | -13.9% | -12.6% |
| 6M | -7.8% | +24.8% | -32.5% | -13.7% |
| YTD | -10.4% | +13.3% | -23.6% | -14.1% |
| 1Y | -5.5% | +21.4% | -26.9% | -11.3% |
| 3Y | +55.0% | +54.8% | +0.2% | +33.6% |
| 5Y | +114.2% | +42.4% | +71.8% | +87.8% |
| 10Y | +314.8% | +98.4% | +216.4% | +218.1% |
| All | +3,849.2% | +814.1% | +3,035.0% | +1,279.4% |
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