+197.6%
TTWO vs PENG
+720.8%
-523.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.4% | +1.9% |
| 7D | +10.7% | +1.9% | +8.9% | +9.8% |
| 30D | +10.8% | -37.8% | +48.6% | +15.4% |
| 3M | -7.7% | -14.1% | +6.4% | -8.0% |
| 6M | +4.4% | +13.1% | -8.7% | -2.4% |
| YTD | -9.7% | +151.8% | -161.4% | -25.2% |
| 1Y | -3.9% | +136.0% | -139.9% | -19.9% |
| 3Y | +56.4% | +217.9% | -161.5% | +19.4% |
| 5Y | +24.6% | +64.1% | -39.5% | -0.9% |
| All | +197.6% | +720.8% | -523.3% | +80.0% |
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