+59.6%
PCAR vs TTWO
+47.8%
+11.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -6.9% | -16.7% | +9.8% | -5.2% |
| 3M | +2.1% | -0.4% | +2.5% | +2.0% |
| 6M | +1.6% | -1.6% | +3.2% | +1.3% |
| YTD | +12.2% | -17.5% | +29.8% | +14.4% |
| 1Y | +28.0% | -14.8% | +42.9% | +29.7% |
| All | +59.6% | +47.8% | +11.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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