+117.3%
PCAR vs TTWO
+26.3%
+91.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | +2.0% |
| 7D | +2.2% | +10.7% | -8.5% | +0.7% |
| 30D | +0.3% | +10.8% | -10.4% | -1.2% |
| 3M | -17.9% | -7.7% | -10.3% | -17.3% |
| 6M | -3.4% | +4.4% | -7.8% | -4.5% |
| YTD | -0.1% | -9.7% | +9.6% | +0.7% |
| 1Y | +13.4% | -3.9% | +17.3% | +13.1% |
| 3Y | +37.2% | +56.4% | -19.2% | +25.0% |
| 5Y | +117.3% | +24.6% | +92.8% | +93.9% |
| All | +117.3% | +26.3% | +91.1% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling