-17.2%
TTWO vs PFGC
+12.5%
-29.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +13.5% | -6.4% | +5.5% |
| 7D | +7.0% | +13.9% | -6.9% | +5.2% |
| 30D | +2.7% | +18.4% | -15.7% | +0.9% |
| 3M | -13.0% | -2.5% | -10.5% | -14.5% |
| 6M | -7.2% | +26.0% | -33.3% | -6.4% |
| YTD | -18.4% | +21.9% | -40.3% | -15.6% |
| 1Y | -17.2% | +13.4% | -30.6% | -18.0% |
| All | -17.2% | +12.5% | -29.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling