+47,769.5%
TJX vs PPL
+2,151.9%
+45,617.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -0.5% | +4.2% | -4.7% | -1.9% |
| 3M | -14.1% | +1.5% | -15.6% | -14.6% |
| 6M | -9.4% | +1.0% | -10.4% | -9.8% |
| YTD | -9.2% | +4.4% | -13.6% | -11.0% |
| 1Y | -3.3% | +0.8% | -4.1% | -4.0% |
| 3Y | +57.1% | +56.5% | +0.7% | +32.3% |
| 5Y | +112.3% | +47.7% | +64.6% | +81.1% |
| 10Y | +328.2% | +64.4% | +263.8% | +245.5% |
| All | +47,769.5% | +2,151.9% | +45,617.6% | +15,497.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 all: compounded portfolio wealth divided by compounded PPL 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…
all analysis · Full analysis span regression · 6 months rolling