+318.1%
TJX vs PENG
+735.0%
-416.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.5% |
| 7D | -1.9% | +34.6% | -36.5% | -4.8% |
| 30D | -3.9% | -35.9% | +32.0% | -0.7% |
| 3M | -10.6% | -14.7% | +4.1% | -10.6% |
| 6M | -8.9% | +13.5% | -22.4% | -14.2% |
| YTD | -10.7% | +156.1% | -166.8% | -24.6% |
| 1Y | -6.8% | +141.3% | -148.1% | -20.9% |
| 3Y | +54.5% | +223.4% | -169.0% | +20.4% |
| 5Y | +111.7% | +67.4% | +44.3% | +71.8% |
| All | +318.1% | +735.0% | -416.9% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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