+192.0%
TTWO vs PENG
+735.0%
-543.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | +6.4% | +34.6% | -28.2% | +2.8% |
| 30D | +13.3% | -35.9% | +49.2% | +17.6% |
| 3M | -6.6% | -14.7% | +8.1% | -6.8% |
| 6M | +0.4% | +13.5% | -13.1% | -6.2% |
| YTD | -11.4% | +156.1% | -167.5% | -26.8% |
| 1Y | -5.6% | +141.3% | -146.9% | -21.5% |
| 3Y | +53.5% | +223.4% | -170.0% | +17.0% |
| 5Y | +20.8% | +67.4% | -46.6% | -4.0% |
| All | +192.0% | +735.0% | -543.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling