+48.2%
TTWO vs PBR
+99.7%
-51.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.7% |
| 7D | +0.4% | +5.4% | -5.0% | +0.2% |
| 30D | -11.3% | +22.9% | -34.2% | -12.1% |
| 3M | +1.6% | +19.6% | -18.0% | +0.7% |
| 6M | +2.1% | +16.5% | -14.4% | +1.2% |
| YTD | -15.8% | +86.7% | -102.5% | -19.5% |
| 1Y | -12.6% | +74.7% | -87.3% | -16.0% |
| 3Y | +48.2% | +102.6% | -54.4% | +37.2% |
| All | +48.2% | +99.7% | -51.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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