+49.4%
TTWO vs PCOR
-17.1%
+66.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -1.6% | -6.9% | +5.4% | -0.3% |
| 30D | -13.5% | -1.5% | -11.9% | -13.4% |
| 3M | +0.3% | +18.5% | -18.2% | -3.3% |
| 6M | +0.8% | -4.7% | +5.5% | +0.6% |
| YTD | -16.7% | -22.8% | +6.1% | -14.3% |
| 1Y | -14.3% | -20.7% | +6.5% | -12.4% |
| 3Y | +49.4% | -14.6% | +63.9% | +49.2% |
| All | +49.4% | -17.1% | +66.5% | +49.2% |
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