+5,439.7%
TTWO vs PNR
+883.1%
+4,556.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.2% |
| 7D | +1.3% | -5.5% | +6.8% | +3.2% |
| 30D | -13.4% | -15.6% | +2.2% | -8.4% |
| 3M | +3.1% | -20.2% | +23.3% | +10.0% |
| 6M | +3.8% | -36.6% | +40.4% | +19.0% |
| YTD | -15.3% | -45.0% | +29.7% | +1.6% |
| 1Y | -11.1% | -47.4% | +36.3% | +8.1% |
| 3Y | +52.0% | -13.7% | +65.7% | +52.4% |
| 5Y | +40.9% | -20.8% | +61.7% | +42.8% |
| 10Y | +407.6% | +65.2% | +342.5% | +271.1% |
| All | +5,439.7% | +883.1% | +4,556.6% | +2,294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling