-17.2%
TTWO vs PBF
+120.1%
-137.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.7% | +13.8% | +6.8% |
| 7D | +7.0% | -0.9% | +7.9% | +6.9% |
| 30D | +2.7% | -13.7% | +16.4% | +2.1% |
| 3M | -13.0% | +10.6% | -23.7% | -13.1% |
| 6M | -7.2% | +61.2% | -68.4% | -6.8% |
| YTD | -18.4% | +172.7% | -191.1% | -18.7% |
| 1Y | -17.2% | +111.0% | -128.3% | -15.6% |
| All | -17.2% | +120.1% | -137.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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