+162.6%
PM vs TTWO
+23.0%
+139.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +6.0% | -5.5% | +0.2% |
| 30D | -3.2% | +13.2% | -16.4% | -4.0% |
| 3M | +6.2% | -5.8% | +12.0% | +6.5% |
| 6M | +7.7% | +0.4% | +7.3% | +7.5% |
| YTD | +27.3% | -11.0% | +38.3% | +28.1% |
| 1Y | +32.8% | -4.1% | +36.9% | +32.9% |
| 3Y | +150.0% | +51.8% | +98.2% | +141.3% |
| All | +162.6% | +23.0% | +139.6% | +143.7% |
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 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