+7,188.5%
PCAR vs TTWO
+5,755.5%
+1,433.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | -8.8% | +8.3% | +0.8% |
| 30D | -6.2% | -8.6% | +2.4% | -5.1% |
| 3M | +5.9% | -0.9% | +6.8% | +5.8% |
| 6M | +0.4% | -0.5% | +0.9% | 0.0% |
| YTD | +14.8% | -16.1% | +31.0% | +17.0% |
| 1Y | +30.1% | -10.8% | +40.9% | +31.2% |
| 3Y | +66.6% | +51.4% | +15.3% | +54.0% |
| 5Y | +166.1% | +33.7% | +132.4% | +146.1% |
| 10Y | +353.7% | +380.3% | -26.6% | +234.8% |
| All | +7,188.5% | +5,755.5% | +1,433.0% | +3,977.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling