+394.9%
TTWO vs PGR
+825.1%
-430.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -11.3% | +4.9% | -16.3% | -12.4% |
| 3M | +1.6% | +7.6% | -6.0% | -0.6% |
| 6M | +2.1% | +8.3% | -6.2% | -0.4% |
| YTD | -15.8% | +1.7% | -17.6% | -16.8% |
| 1Y | -12.6% | -6.8% | -5.8% | -11.9% |
| 3Y | +48.2% | +73.4% | -25.2% | +23.2% |
| 5Y | +40.0% | +161.2% | -121.3% | -1.5% |
| All | +394.9% | +825.1% | -430.2% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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