+48.2%
TTWO vs PPG
-17.4%
+65.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -6.2% | +6.6% | +1.3% |
| 30D | -11.3% | -7.9% | -3.4% | -10.2% |
| 3M | +1.6% | -10.2% | +11.8% | +3.1% |
| 6M | +2.1% | +2.7% | -0.6% | +1.0% |
| YTD | -15.8% | +4.9% | -20.7% | -18.0% |
| 1Y | -12.6% | -3.2% | -9.4% | -12.9% |
| 3Y | +48.2% | -17.0% | +65.2% | +49.4% |
| All | +48.2% | -17.4% | +65.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling