-8.8%
TJX vs PENG
+106.3%
-115.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -4.0% | +7.3% | -11.2% | -3.8% |
| 30D | -20.3% | -7.5% | -12.9% | -20.4% |
| 3M | -23.3% | -17.2% | -6.0% | -23.4% |
| 6M | -19.7% | +176.7% | -196.5% | -25.2% |
| YTD | -17.1% | +161.0% | -178.2% | -22.8% |
| 1Y | -8.8% | +108.8% | -117.6% | -13.6% |
| All | -8.8% | +106.3% | -115.1% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling