+32.4%
PWR vs TTWO
-18.4%
+50.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +7.1% | -18.8% | -11.0% |
| 7D | -4.4% | +7.0% | -11.3% | -3.7% |
| 30D | -15.1% | +2.7% | -17.7% | -14.5% |
| 3M | -16.2% | -13.0% | -3.2% | -15.3% |
| 6M | -23.3% | -7.2% | -16.1% | -23.0% |
| YTD | +37.6% | -18.4% | +56.0% | +41.8% |
| 1Y | +32.4% | -17.2% | +49.6% | +35.2% |
| All | +32.4% | -18.4% | +50.8% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling