+634.9%
TTWO vs PFGC
+403.3%
+231.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.3% | -3.7% | +1.4% | -1.9% |
| 30D | -16.7% | -16.0% | -0.8% | -15.1% |
| 3M | -0.4% | -4.1% | +3.7% | 0.0% |
| 6M | -1.6% | +8.7% | -10.3% | -2.6% |
| YTD | -17.5% | +6.4% | -23.9% | -18.3% |
| 1Y | -14.8% | -8.4% | -6.4% | -14.3% |
| 3Y | +47.9% | +61.8% | -13.9% | +39.2% |
| 5Y | +34.5% | +108.7% | -74.2% | +22.6% |
| 10Y | +394.0% | +298.1% | +95.9% | +296.3% |
| All | +634.9% | +403.3% | +231.6% | +444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling