+11.0%
TTWO vs PENG
+56.2%
-45.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.3% | -12.7% | -4.2% |
| 7D | +8.0% | -3.8% | +11.8% | +7.7% |
| 30D | -2.8% | -40.1% | +37.3% | +0.7% |
| 3M | -15.9% | -21.8% | +5.9% | -15.4% |
| 6M | -5.9% | +3.3% | -9.2% | -11.0% |
| YTD | -19.0% | +133.6% | -152.6% | -32.2% |
| 1Y | -10.6% | +110.7% | -121.3% | -24.3% |
| 3Y | +41.7% | +204.3% | -162.5% | +7.6% |
| 5Y | +11.0% | +54.4% | -43.3% | -14.8% |
| All | +11.0% | +56.2% | -45.2% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling