+3.4%
PEP vs TTWO
+41.7%
-38.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | -1.4% | +1.3% | -2.7% | -1.4% |
| 30D | -0.2% | -13.4% | +13.2% | +0.1% |
| 3M | -4.3% | +3.1% | -7.4% | -4.3% |
| 6M | -13.2% | +3.8% | -17.0% | -13.3% |
| YTD | -1.9% | -15.3% | +13.4% | -1.3% |
| 1Y | -0.3% | -11.1% | +10.8% | 0.0% |
| 3Y | -13.6% | +52.0% | -65.6% | -16.5% |
| 5Y | +3.4% | +40.9% | -37.6% | -4.4% |
| All | +3.4% | +41.7% | -38.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling