+6,135.5%
PCAR vs TTWO
+6,089.9%
+45.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | +2.1% | +6.4% | -4.3% | +1.1% |
| 30D | -1.2% | +13.3% | -14.5% | -3.1% |
| 3M | -18.6% | -6.6% | -12.0% | -18.0% |
| 6M | -5.1% | +0.4% | -5.5% | -5.6% |
| YTD | -1.8% | -11.4% | +9.6% | -0.9% |
| 1Y | +10.6% | -5.6% | +16.2% | +10.5% |
| 3Y | +34.9% | +53.5% | -18.6% | +24.3% |
| 5Y | +114.0% | +20.8% | +93.1% | +100.7% |
| 10Y | +288.4% | +373.3% | -84.9% | +187.1% |
| All | +6,135.5% | +6,089.9% | +45.6% | +3,354.3% |
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