+218.5%
PWR vs TTWO
+50.8%
+167.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.2% |
| 3M | -4.8% | +1.6% | -6.4% | -6.3% |
| 6M | +14.6% | +2.1% | +12.6% | +11.9% |
| YTD | +54.2% | -15.8% | +70.1% | +60.8% |
| 1Y | +67.1% | -12.6% | +79.7% | +71.1% |
| 3Y | +218.5% | +48.2% | +170.2% | +145.1% |
| All | +218.5% | +50.8% | +167.7% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling