+34.9%
TTWO vs PCOR
-43.0%
+78.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.2% |
| 7D | -8.8% | -9.0% | +0.2% | -6.9% |
| 30D | -8.6% | +4.2% | -12.8% | -9.7% |
| 3M | -0.9% | +14.4% | -15.3% | -4.6% |
| 6M | -0.5% | +0.2% | -0.7% | -1.9% |
| YTD | -16.1% | -20.3% | +4.1% | -13.4% |
| 1Y | -10.8% | -16.1% | +5.3% | -9.3% |
| 3Y | +51.4% | -14.7% | +66.1% | +47.2% |
| All | +34.9% | -43.0% | +78.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling