+46.6%
TJX vs PENG
+111.6%
-65.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -3.3% | +7.8% | -11.1% | -3.4% |
| 30D | -19.9% | -12.2% | -7.6% | -19.7% |
| 3M | -19.0% | -20.6% | +1.6% | -19.0% |
| 6M | -18.6% | +180.9% | -199.5% | -24.0% |
| YTD | -15.3% | +162.3% | -177.6% | -20.8% |
| 1Y | -7.3% | +107.3% | -114.6% | -12.5% |
| 3Y | +46.6% | +110.8% | -64.2% | +35.0% |
| All | +46.6% | +111.6% | -65.1% | +35.0% |
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 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