+321.0%
TJX vs PENG
+644.0%
-323.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -0.5% | -16.1% | +15.6% | +0.7% |
| 30D | -1.3% | -41.5% | +40.2% | +2.9% |
| 3M | -13.5% | -19.1% | +5.6% | -13.1% |
| 6M | -10.1% | +0.9% | -11.1% | -14.4% |
| YTD | -10.0% | +128.2% | -138.3% | -23.2% |
| 1Y | -5.5% | +98.6% | -104.1% | -18.1% |
| 3Y | +55.5% | +188.2% | -132.7% | +22.6% |
| 5Y | +112.6% | +55.5% | +57.1% | +73.6% |
| All | +321.0% | +644.0% | -323.0% | +193.7% |
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