+135.3%
PM vs TTWO
+39.3%
+95.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +4.7% | +0.4% | +4.3% | +4.7% |
| 30D | +2.6% | -11.3% | +13.9% | +3.3% |
| 3M | +6.6% | +1.6% | +5.0% | +6.5% |
| 6M | +16.5% | +2.1% | +14.4% | +16.4% |
| YTD | +21.2% | -15.8% | +37.0% | +22.3% |
| 1Y | +17.9% | -12.6% | +30.5% | +18.7% |
| 3Y | +129.8% | +48.2% | +81.6% | +122.9% |
| All | +135.3% | +39.3% | +95.9% | +116.6% |
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 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