-76.3%
PCG vs TTWO
+406.5%
-482.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -20.6% | -11.3% | -9.3% | -18.6% |
| 3M | -17.6% | +1.6% | -19.2% | -17.8% |
| 6M | -23.5% | +2.1% | -25.6% | -24.0% |
| YTD | -13.6% | -15.8% | +2.2% | -11.3% |
| 1Y | -11.3% | -12.6% | +1.3% | -9.8% |
| 3Y | -16.9% | +48.2% | -65.1% | -25.2% |
| 5Y | +50.8% | +40.0% | +10.8% | +33.6% |
| All | -76.3% | +406.5% | -482.8% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling