+319.6%
TJX vs PENG
+735.0%
-415.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.5% | +34.6% | -36.1% | -4.4% |
| 30D | -3.6% | -35.9% | +32.4% | -0.3% |
| 3M | -10.3% | -14.7% | +4.4% | -10.3% |
| 6M | -8.6% | +13.5% | -22.1% | -13.9% |
| YTD | -10.3% | +156.1% | -166.5% | -24.3% |
| 1Y | -6.4% | +141.3% | -147.8% | -20.6% |
| 3Y | +55.0% | +223.4% | -168.4% | +20.8% |
| 5Y | +112.4% | +67.4% | +45.0% | +72.5% |
| All | +319.6% | +735.0% | -415.4% | +189.4% |
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