+40.9%
TTWO vs PFG
+110.9%
-70.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -11.3% | +2.9% | -14.2% | -12.2% |
| 3M | +1.6% | +6.7% | -5.1% | -0.6% |
| 6M | +2.1% | +33.8% | -31.7% | -7.2% |
| YTD | -15.8% | +35.0% | -50.8% | -23.8% |
| 1Y | -12.6% | +46.4% | -59.0% | -23.1% |
| 3Y | +48.2% | +71.6% | -23.4% | +21.6% |
| All | +40.9% | +110.9% | -70.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling