+43.5%
TJX vs PEGA
+52.0%
-8.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | +0.1% |
| 7D | -4.4% | -5.3% | +0.9% | -4.1% |
| 30D | -18.6% | +8.3% | -26.9% | -19.0% |
| 3M | -24.4% | +8.9% | -33.3% | -24.9% |
| 6M | -20.2% | -19.7% | -0.5% | -19.6% |
| YTD | -16.9% | -39.9% | +23.0% | -15.1% |
| 1Y | -8.5% | -36.4% | +27.9% | -6.9% |
| All | +43.5% | +52.0% | -8.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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