+2,584.2%
TTWO vs PFG
+999.6%
+1,584.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -1.6% | +6.0% | -7.6% | -3.2% |
| 30D | -13.5% | +2.2% | -15.7% | -14.1% |
| 3M | +0.3% | +10.4% | -10.0% | -2.5% |
| 6M | +0.8% | +27.8% | -26.9% | -6.0% |
| YTD | -16.7% | +33.6% | -50.3% | -23.4% |
| 1Y | -14.3% | +49.3% | -63.6% | -23.6% |
| 3Y | +49.4% | +69.7% | -20.3% | +27.0% |
| 5Y | +33.8% | +111.3% | -77.6% | +5.6% |
| 10Y | +392.8% | +240.3% | +152.5% | +210.6% |
| All | +2,584.2% | +999.6% | +1,584.6% | +1,013.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling