-16.3%
TTWO vs PPG
+33.8%
-50.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.3% | +2.1% |
| 7D | +10.3% | +2.7% | +7.6% | +10.4% |
| 30D | +5.3% | +15.7% | -10.4% | +6.0% |
| 3M | -9.2% | +4.1% | -13.3% | -9.1% |
| 6M | -4.4% | +17.3% | -21.7% | -2.8% |
| YTD | -16.7% | +22.5% | -39.2% | -13.3% |
| 1Y | -16.3% | +31.4% | -47.7% | -10.7% |
| All | -16.3% | +33.8% | -50.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling