+287.8%
TJX vs PENG
+751.0%
-463.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.0% | +7.3% | -11.2% | -4.7% |
| 30D | -20.3% | -7.5% | -12.9% | -19.8% |
| 3M | -23.3% | -17.2% | -6.0% | -23.3% |
| 6M | -19.7% | +176.7% | -196.5% | -31.6% |
| YTD | -17.1% | +161.0% | -178.2% | -29.2% |
| 1Y | -8.8% | +108.8% | -117.6% | -20.3% |
| 3Y | +43.4% | +109.8% | -66.4% | +17.8% |
| 5Y | +95.2% | +111.7% | -16.5% | +55.3% |
| All | +287.8% | +751.0% | -463.2% | +171.0% |
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