+5,401.7%
TTWO vs PPG
+779.7%
+4,622.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.4% | -6.2% | +6.6% | +3.0% |
| 30D | -11.3% | -7.9% | -3.4% | -8.3% |
| 3M | +1.6% | -10.2% | +11.8% | +5.7% |
| 6M | +2.1% | +2.7% | -0.6% | -0.7% |
| YTD | -15.8% | +4.9% | -20.7% | -19.6% |
| 1Y | -12.6% | -3.2% | -9.4% | -14.0% |
| 3Y | +48.2% | -17.0% | +65.2% | +52.7% |
| 5Y | +40.0% | -23.3% | +63.3% | +45.7% |
| 10Y | +404.1% | +26.4% | +377.7% | +285.1% |
| All | +5,401.7% | +779.7% | +4,622.0% | +2,001.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling