+394.9%
TTWO vs PFG
+251.1%
+143.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -11.3% | +2.9% | -14.2% | -11.9% |
| 3M | +1.6% | +6.7% | -5.1% | +0.2% |
| 6M | +2.1% | +33.8% | -31.7% | -3.6% |
| YTD | -15.8% | +35.0% | -50.8% | -20.7% |
| 1Y | -12.6% | +46.4% | -59.0% | -19.0% |
| 3Y | +48.2% | +71.7% | -23.4% | +32.5% |
| 5Y | +40.0% | +113.7% | -73.7% | +20.4% |
| All | +394.9% | +251.1% | +143.8% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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