+115.2%
PCAR vs TTWO
+23.0%
+92.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.9% | +6.0% | -1.1% | +4.0% |
| 30D | -1.4% | +13.2% | -14.6% | -3.2% |
| 3M | -18.1% | -5.8% | -12.3% | -17.7% |
| 6M | -4.0% | +0.4% | -4.4% | -4.5% |
| YTD | -1.5% | -11.0% | +9.6% | -0.5% |
| 1Y | +13.2% | -4.1% | +17.3% | +12.9% |
| 3Y | +35.8% | +51.8% | -16.0% | +24.3% |
| All | +115.2% | +23.0% | +92.2% | +91.2% |
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 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