+48.2%
TTWO vs PNR
-14.5%
+62.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -6.0% | +6.4% | +1.5% |
| 30D | -11.3% | -14.0% | +2.6% | -8.9% |
| 3M | +1.6% | -21.7% | +23.3% | +5.6% |
| 6M | +2.1% | -37.3% | +39.3% | +11.3% |
| YTD | -15.8% | -45.1% | +29.3% | -5.2% |
| 1Y | -12.6% | -49.1% | +36.5% | +0.4% |
| 3Y | +48.2% | -14.8% | +63.0% | +46.3% |
| All | +48.2% | -14.5% | +62.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling