-14.6%
PCG vs TTWO
+47.8%
-62.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.2% | -4.1% |
| 7D | +6.5% | -2.3% | +8.8% | +6.7% |
| 30D | -16.7% | -16.7% | 0.0% | -15.3% |
| 3M | -14.2% | -0.4% | -13.7% | -13.6% |
| 6M | -21.5% | -1.6% | -19.8% | -21.0% |
| YTD | -11.2% | -17.5% | +6.3% | -9.2% |
| 1Y | -4.2% | -14.8% | +10.6% | -2.6% |
| All | -14.6% | +47.8% | -62.3% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling