+9.3%
PCG vs TTWO
+23.0%
-13.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.2% | +6.0% | -3.9% | +1.3% |
| 30D | +0.8% | +13.2% | -12.5% | -1.1% |
| 3M | -23.8% | -5.8% | -18.0% | -23.1% |
| 6M | -19.6% | +0.4% | -20.0% | -19.8% |
| YTD | -16.7% | -11.0% | -5.7% | -15.6% |
| 1Y | -19.4% | -4.1% | -15.3% | -19.3% |
| 3Y | -18.3% | +51.8% | -70.1% | -25.3% |
| All | +9.3% | +23.0% | -13.7% | -2.0% |
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