+2,521.4%
PWR vs TTWO
+406.5%
+2,114.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -4.0% | -11.3% | +7.3% | -1.9% |
| 3M | -4.8% | +1.6% | -6.4% | -5.6% |
| 6M | +14.6% | +2.1% | +12.6% | +13.1% |
| YTD | +54.2% | -15.8% | +70.1% | +58.1% |
| 1Y | +67.1% | -12.6% | +79.7% | +69.7% |
| 3Y | +218.5% | +48.2% | +170.2% | +188.6% |
| 5Y | +466.3% | +40.0% | +426.3% | +406.7% |
| All | +2,521.4% | +406.5% | +2,114.9% | +1,860.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling