+846.3%
PEP vs TTWO
+5,755.5%
-4,909.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | -8.8% | +7.4% | -0.9% |
| 30D | +0.2% | -8.6% | +8.8% | +0.7% |
| 3M | -1.1% | -0.9% | -0.2% | -1.1% |
| 6M | -13.5% | -0.5% | -13.0% | -13.6% |
| YTD | -1.2% | -16.1% | +15.0% | -0.5% |
| 1Y | -1.6% | -10.8% | +9.2% | -1.3% |
| 3Y | -12.5% | +51.4% | -63.9% | -15.3% |
| 5Y | +3.0% | +33.7% | -30.7% | -0.3% |
| 10Y | +73.9% | +380.3% | -306.4% | +56.1% |
| All | +846.3% | +5,755.5% | -4,909.2% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling