+95.2%
TJX vs PDD
-22.9%
+118.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.1% |
| 7D | -4.0% | -4.4% | +0.5% | -3.7% |
| 30D | -20.3% | -15.5% | -4.9% | -19.6% |
| 3M | -23.3% | -4.1% | -19.2% | -23.1% |
| 6M | -19.7% | -23.4% | +3.7% | -18.7% |
| YTD | -17.1% | -30.7% | +13.5% | -15.7% |
| 1Y | -8.8% | -37.6% | +28.8% | -6.8% |
| 3Y | +43.4% | -17.5% | +60.9% | +41.7% |
| 5Y | +95.2% | -24.6% | +119.8% | +84.8% |
| All | +95.2% | -22.9% | +118.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling