+75.3%
PEP vs TJX
+287.7%
-212.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.0% | -4.6% | +3.6% | +0.4% |
| 30D | -0.7% | -17.2% | +16.5% | +4.8% |
| 3M | -4.1% | -24.9% | +20.8% | +3.9% |
| 6M | -13.1% | -19.7% | +6.6% | -7.7% |
| YTD | -2.1% | -17.2% | +15.1% | +3.0% |
| 1Y | -1.7% | -9.4% | +7.8% | +0.7% |
| 3Y | -15.1% | +43.1% | -58.2% | -24.3% |
| 5Y | +3.1% | +96.7% | -93.6% | -17.6% |
| All | +75.3% | +287.7% | -212.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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