+32.8%
PFE vs TTWO
+406.5%
-373.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | +5.4% | -11.3% | +16.7% | +6.4% |
| 3M | +7.8% | +1.6% | +6.2% | +7.4% |
| 6M | +5.0% | +2.1% | +2.9% | +4.5% |
| YTD | +17.1% | -15.8% | +32.9% | +18.4% |
| 1Y | +19.3% | -12.6% | +31.9% | +20.1% |
| 3Y | -0.9% | +48.2% | -49.2% | -5.6% |
| 5Y | -20.8% | +40.0% | -60.8% | -25.4% |
| All | +32.8% | +406.5% | -373.7% | +17.4% |
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