+21.4%
TTWO vs PCOR
-9.2%
+30.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.4% |
| 7D | +15.2% | +20.7% | -5.5% | +10.1% |
| 30D | +5.2% | +35.7% | -30.4% | -2.0% |
| 3M | -11.4% | +31.1% | -42.5% | -17.2% |
| 6M | +1.9% | +43.1% | -41.2% | -7.2% |
| YTD | -12.3% | +4.8% | -17.1% | -15.2% |
| 1Y | -4.0% | -3.7% | -0.4% | -5.6% |
| 3Y | +51.9% | +46.5% | +5.4% | +30.7% |
| 5Y | +22.9% | -17.3% | +40.2% | +10.7% |
| All | +21.4% | -9.2% | +30.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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