+116.1%
PG vs TTWO
+406.5%
-290.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +0.8% | -11.3% | +12.2% | +1.8% |
| 3M | -1.3% | +1.6% | -2.9% | -1.6% |
| 6M | -3.8% | +2.1% | -5.9% | -4.3% |
| YTD | +3.6% | -15.8% | +19.5% | +4.9% |
| 1Y | -5.7% | -12.6% | +6.9% | -5.0% |
| 3Y | +1.6% | +48.2% | -46.6% | -3.9% |
| 5Y | +14.6% | +40.0% | -25.4% | +7.5% |
| All | +116.1% | +406.5% | -290.4% | +79.6% |
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