+5,806.2%
TTWO vs PPL
+1,392.5%
+4,413.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.2% |
| 7D | +10.7% | -1.0% | +11.7% | +11.0% |
| 30D | +10.8% | +3.0% | +7.7% | +9.8% |
| 3M | -7.7% | +1.1% | -8.8% | -8.0% |
| 6M | +4.4% | -0.8% | +5.2% | +4.4% |
| YTD | -9.7% | +3.5% | -13.1% | -11.0% |
| 1Y | -3.9% | -0.9% | -3.0% | -4.2% |
| 3Y | +56.4% | +54.2% | +2.2% | +36.8% |
| 5Y | +24.6% | +46.3% | -21.7% | +9.9% |
| 10Y | +382.4% | +65.0% | +317.3% | +291.7% |
| All | +5,806.2% | +1,392.5% | +4,413.6% | +3,275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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