+9.1%
PCG vs TTWO
+6,089.9%
-6,080.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -2.0% | +6.4% | -8.3% | -2.5% |
| 30D | -2.7% | +13.3% | -16.0% | -3.7% |
| 3M | -25.1% | -6.6% | -18.5% | -24.7% |
| 6M | -22.3% | +0.4% | -22.7% | -22.4% |
| YTD | -18.5% | -11.4% | -7.1% | -18.1% |
| 1Y | -21.8% | -5.6% | -16.3% | -21.8% |
| 3Y | -21.0% | +53.5% | -74.5% | -24.1% |
| 5Y | +8.1% | +20.8% | -12.7% | +4.7% |
| 10Y | -76.6% | +373.3% | -449.9% | -79.3% |
| All | +9.1% | +6,089.9% | -6,080.9% | -8.3% |
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