+45,672.9%
TJX vs PPL
+2,096.5%
+43,576.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | +2.7% | -4.9% | -3.2% |
| 30D | -17.1% | +0.5% | -17.6% | -17.3% |
| 3M | -16.5% | +0.7% | -17.1% | -16.8% |
| 6M | -17.8% | -7.6% | -10.2% | -15.7% |
| YTD | -13.2% | +1.8% | -15.0% | -14.1% |
| 1Y | -5.2% | -0.8% | -4.4% | -5.4% |
| 3Y | +48.2% | +56.9% | -8.6% | +24.5% |
| 5Y | +99.8% | +39.5% | +60.3% | +73.9% |
| 10Y | +291.1% | +55.4% | +235.7% | +221.3% |
| All | +45,672.9% | +2,096.5% | +43,576.4% | +14,952.9% |
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