+5,439.7%
TTWO vs PEG
+1,996.5%
+3,443.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | -13.4% | -2.8% | -10.6% | -12.7% |
| 3M | +3.1% | -6.9% | +10.0% | +5.1% |
| 6M | +3.8% | -11.4% | +15.2% | +7.0% |
| YTD | -15.3% | -7.4% | -7.9% | -13.9% |
| 1Y | -11.1% | -8.3% | -2.8% | -9.5% |
| 3Y | +52.0% | +31.5% | +20.4% | +37.0% |
| 5Y | +40.9% | +38.0% | +3.0% | +24.2% |
| 10Y | +407.6% | +148.3% | +259.3% | +259.0% |
| All | +5,439.7% | +1,996.5% | +3,443.3% | +3,635.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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