+209.0%
TJX vs PDD
+198.0%
+11.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.3% |
| 7D | -0.3% | -4.9% | +4.6% | -0.1% |
| 30D | -5.6% | -3.0% | -2.5% | -5.5% |
| 3M | -12.3% | -6.2% | -6.2% | -12.1% |
| 6M | -7.7% | -20.7% | +13.0% | -6.9% |
| YTD | -11.4% | -30.4% | +19.0% | -10.1% |
| 1Y | -7.0% | -41.3% | +34.2% | -5.0% |
| 3Y | +53.3% | -27.7% | +81.0% | +53.1% |
| 5Y | +109.9% | -16.9% | +126.8% | +100.9% |
| All | +209.0% | +198.0% | +11.0% | +165.9% |
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