-0.7%
PFE vs TTWO
+47.8%
-48.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -4.3% | -2.3% | -2.0% | -4.2% |
| 30D | +2.7% | -16.7% | +19.4% | +3.4% |
| 3M | +10.0% | -0.4% | +10.4% | +9.8% |
| 6M | +7.2% | -1.6% | +8.8% | +6.9% |
| YTD | +17.3% | -17.5% | +34.9% | +18.2% |
| 1Y | +20.3% | -14.8% | +35.1% | +20.8% |
| All | -0.7% | +47.8% | -48.5% | -1.1% |
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