+17.0%
PG vs TTWO
-18.4%
+35.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +3.5% |
| 7D | +5.7% | +7.0% | -1.2% | +6.0% |
| 30D | +15.4% | +2.7% | +12.7% | +15.4% |
| 3M | +13.8% | -13.0% | +26.8% | +12.5% |
| 6M | +18.3% | -7.2% | +25.5% | +18.1% |
| YTD | +20.1% | -18.4% | +38.6% | +18.8% |
| 1Y | +17.0% | -17.2% | +34.2% | +16.1% |
| All | +17.0% | -18.4% | +35.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling