+41.7%
TTWO vs PCOR
+43.2%
-1.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.8% |
| 7D | +8.0% | +22.2% | -14.2% | +3.2% |
| 30D | -2.8% | +36.0% | -38.9% | -9.2% |
| 3M | -15.9% | +34.0% | -49.9% | -21.4% |
| 6M | -5.9% | +43.5% | -49.4% | -13.8% |
| YTD | -19.0% | +5.1% | -24.1% | -21.9% |
| 1Y | -10.6% | -3.9% | -6.7% | -12.5% |
| 3Y | +41.7% | +52.9% | -11.2% | +24.5% |
| All | +41.7% | +43.2% | -1.5% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling