+188.8%
TJX vs PDD
+193.6%
-4.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -5.4% | +0.8% | -4.4% |
| 30D | -17.2% | -12.6% | -4.6% | -16.7% |
| 3M | -24.9% | -4.3% | -20.6% | -24.8% |
| 6M | -19.7% | -24.4% | +4.7% | -18.8% |
| YTD | -17.2% | -31.4% | +14.2% | -16.0% |
| 1Y | -9.4% | -38.1% | +28.7% | -7.7% |
| 3Y | +43.1% | -20.1% | +63.2% | +42.2% |
| 5Y | +96.7% | -25.0% | +121.7% | +88.8% |
| All | +188.8% | +193.6% | -4.8% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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