-3.4%
PEP vs TTWO
+54.3%
-57.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +2.9% | +6.0% | -3.1% | +2.9% |
| 30D | +12.5% | +13.2% | -0.7% | +12.6% |
| 3M | +4.5% | -5.8% | +10.4% | +4.2% |
| 6M | -0.5% | +0.4% | -0.9% | -0.5% |
| YTD | +4.4% | -11.0% | +15.4% | +4.5% |
| 1Y | +4.4% | -4.1% | +8.4% | +4.4% |
| 3Y | -3.4% | +51.8% | -55.2% | -3.9% |
| All | -3.4% | +54.3% | -57.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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