+394.9%
TTWO vs PPG
+26.9%
+368.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -6.2% | +6.6% | +2.0% |
| 30D | -11.3% | -7.9% | -3.4% | -9.4% |
| 3M | +1.6% | -10.2% | +11.8% | +4.2% |
| 6M | +2.1% | +2.7% | -0.6% | +0.3% |
| YTD | -15.8% | +4.9% | -20.7% | -18.3% |
| 1Y | -12.6% | -3.2% | -9.4% | -13.3% |
| 3Y | +48.2% | -17.0% | +65.2% | +51.8% |
| 5Y | +40.0% | -23.3% | +63.3% | +43.6% |
| All | +394.9% | +26.9% | +368.0% | +329.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling