The Persistent Turning Walker Model (PTWM) was introduced by Gautrais et al in Mathematical Biology for the modelling of fish motion. It involves a nonlinear pathwise functional of a non-elliptic hypo-elliptic diffusion. This diffusion solves a kinetic Fokker-Planck equation based on an Ornstein-Uhlenbeck Gaussian process. The long time diffusive behavior of this model was recently studied by Degond & Motsch using partial differential equations techniques. This model is however intrinsically probabilistic. In the present paper, we show how the long time diffusive behavior of this model can be essentially recovered and extended by using appropriate tools from stochastic analysis. The approach can be adapted to many other kinetic probabilistic models.