+763.1%
PM vs TTWO
+758.8%
+4.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | -8.8% | +3.9% | -3.8% |
| 30D | -3.4% | -8.6% | +5.2% | -2.4% |
| 3M | +5.2% | -0.9% | +6.1% | +5.1% |
| 6M | +3.7% | -0.5% | +4.2% | +3.5% |
| YTD | +15.8% | -16.1% | +31.9% | +17.7% |
| 1Y | +17.4% | -10.8% | +28.2% | +18.2% |
| 3Y | +116.9% | +51.4% | +65.6% | +102.0% |
| 5Y | +117.3% | +33.7% | +83.6% | +101.8% |
| 10Y | +193.8% | +380.3% | -186.5% | +117.2% |
| All | +763.1% | +758.8% | +4.3% | +444.1% |
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