+5,439.7%
TTWO vs PNC
+1,412.2%
+4,027.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | -13.4% | -4.4% | -9.0% | -12.3% |
| 3M | +3.1% | +5.3% | -2.2% | +1.6% |
| 6M | +3.8% | +19.6% | -15.8% | -1.3% |
| YTD | -15.3% | +19.1% | -34.4% | -19.5% |
| 1Y | -11.1% | +24.3% | -35.4% | -16.7% |
| 3Y | +52.0% | +132.2% | -80.2% | +18.4% |
| 5Y | +40.9% | +52.3% | -11.4% | +21.2% |
| 10Y | +407.6% | +274.8% | +132.8% | +215.3% |
| All | +5,439.7% | +1,412.2% | +4,027.5% | +2,068.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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