+48.8%
PFE vs TTWO
+370.5%
-321.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.7% | +6.0% | -7.7% | -2.2% |
| 30D | +0.3% | +13.2% | -12.9% | -0.8% |
| 3M | +9.4% | -5.8% | +15.2% | +9.8% |
| 6M | +14.9% | +0.4% | +14.5% | +14.5% |
| YTD | +23.8% | -11.0% | +34.8% | +24.5% |
| 1Y | +19.5% | -4.1% | +23.6% | +19.3% |
| 3Y | +21.0% | +51.8% | -30.8% | +14.8% |
| 5Y | -23.9% | +21.3% | -45.2% | -26.9% |
| All | +48.8% | +370.5% | -321.7% | +19.0% |
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 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