-21.0%
PFE vs TTWO
+41.7%
-62.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.1% |
| 30D | +3.9% | -13.4% | +17.3% | +4.4% |
| 3M | +9.9% | +3.1% | +6.8% | +9.7% |
| 6M | +5.3% | +3.8% | +1.5% | +4.9% |
| YTD | +16.8% | -15.3% | +32.0% | +17.3% |
| 1Y | +20.4% | -11.1% | +31.5% | +20.7% |
| 3Y | -2.1% | +52.0% | -54.1% | -4.0% |
| 5Y | -21.0% | +40.9% | -61.9% | -30.3% |
| All | -21.0% | +41.7% | -62.7% | -30.3% |
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 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