+53.3%
TJX vs PENG
+209.7%
-156.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.1% |
| 7D | -0.3% | +13.2% | -13.6% | -0.5% |
| 30D | -5.6% | -29.9% | +24.3% | -5.1% |
| 3M | -12.3% | -22.2% | +9.9% | -12.2% |
| 6M | -7.7% | -1.9% | -5.8% | -9.5% |
| YTD | -11.4% | +142.1% | -153.5% | -18.2% |
| 1Y | -7.0% | +151.5% | -158.6% | -14.4% |
| 3Y | +53.3% | +206.9% | -153.7% | +35.9% |
| All | +53.3% | +209.7% | -156.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling