+128.3%
PM vs TTWO
+51.8%
+76.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.0% |
| 7D | +1.9% | +1.3% | +0.6% | +1.9% |
| 30D | +1.9% | -13.4% | +15.3% | +2.6% |
| 3M | +4.6% | +3.1% | +1.5% | +4.6% |
| 6M | +11.7% | +3.8% | +7.9% | +11.7% |
| YTD | +20.4% | -15.3% | +35.6% | +21.9% |
| 1Y | +19.0% | -11.1% | +30.1% | +19.9% |
| All | +128.3% | +51.8% | +76.4% | +119.7% |
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