+1,692.6%
PLTR vs TTWO
+29.4%
+1,663.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -1.9% |
| 7D | -5.3% | -1.6% | -3.8% | -4.4% |
| 30D | -1.0% | -13.5% | +12.5% | +8.2% |
| 3M | +24.8% | +0.3% | +24.4% | +22.8% |
| 6M | +8.4% | +0.8% | +7.5% | +6.2% |
| YTD | -4.2% | -16.7% | +12.5% | +6.3% |
| 1Y | +9.1% | -14.3% | +23.4% | +18.1% |
| 3Y | +1,025.6% | +49.4% | +976.2% | +709.4% |
| 5Y | +565.8% | +33.8% | +532.0% | +392.7% |
| All | +1,692.6% | +29.4% | +1,663.2% | +1,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling