+179.1%
TTWO vs PENG
+710.3%
-531.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.5% | +3.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -13.4% | -15.2% | +1.8% | -11.9% |
| 3M | +3.1% | -16.9% | +20.0% | +3.2% |
| 6M | +3.8% | +161.5% | -157.8% | -12.5% |
| YTD | -15.3% | +148.6% | -163.8% | -28.3% |
| 1Y | -11.1% | +89.6% | -100.7% | -22.5% |
| 3Y | +52.0% | +99.8% | -47.8% | +23.4% |
| 5Y | +40.9% | +100.9% | -60.0% | +10.8% |
| All | +179.1% | +710.3% | -531.2% | +72.5% |
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