-14.9%
PEP vs TJX
+43.2%
-58.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.4% | -4.4% | +3.0% | -0.2% |
| 30D | -0.2% | -18.6% | +18.4% | +5.4% |
| 3M | -4.3% | -24.4% | +20.1% | +3.0% |
| 6M | -13.2% | -20.2% | +7.0% | -7.9% |
| YTD | -1.9% | -16.9% | +15.0% | +2.9% |
| 1Y | -0.3% | -8.5% | +8.2% | +1.8% |
| All | -14.9% | +43.2% | -58.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling