-81.0%
PYPL vs TTWO
+41.7%
-122.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.1% |
| 7D | -5.9% | +1.3% | -7.3% | -6.4% |
| 30D | -9.4% | -13.4% | +4.0% | -4.1% |
| 3M | +31.3% | +3.1% | +28.2% | +28.7% |
| 6M | +19.1% | +3.8% | +15.3% | +16.1% |
| YTD | -7.9% | -15.3% | +7.4% | -2.6% |
| 1Y | -17.9% | -11.1% | -6.8% | -15.1% |
| 3Y | -11.6% | +52.0% | -63.6% | -28.1% |
| 5Y | -81.0% | +40.9% | -122.0% | -85.7% |
| All | -81.0% | +41.7% | -122.8% | -85.7% |
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