+46.6%
TJX vs PDD
-16.7%
+63.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.3% |
| 7D | -3.3% | -4.1% | +0.8% | -3.2% |
| 30D | -19.9% | -13.1% | -6.8% | -19.6% |
| 3M | -19.0% | -3.5% | -15.6% | -19.0% |
| 6M | -18.6% | -21.8% | +3.2% | -18.2% |
| YTD | -15.3% | -29.7% | +14.4% | -14.8% |
| 1Y | -7.3% | -36.2% | +28.9% | -6.6% |
| 3Y | +46.6% | -16.4% | +62.9% | +42.0% |
| All | +46.6% | -16.7% | +63.3% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling