+394.9%
TTWO vs PBF
+374.8%
+20.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +0.4% | +5.3% | -5.0% | +0.2% |
| 30D | -11.3% | +11.7% | -23.1% | -11.7% |
| 3M | +1.6% | +91.1% | -89.5% | -1.1% |
| 6M | +2.1% | +88.4% | -86.4% | -0.8% |
| YTD | -15.8% | +194.1% | -209.9% | -19.9% |
| 1Y | -12.6% | +180.4% | -193.0% | -16.8% |
| 3Y | +48.2% | +59.3% | -11.1% | +42.6% |
| 5Y | +40.0% | +816.3% | -776.3% | +24.7% |
| All | +394.9% | +374.8% | +20.1% | +379.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling