+62.2%
PANW vs TWLO
+60.3%
+1.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -11.8% | -15.9% | +4.1% | -7.0% |
| 30D | -14.4% | -29.0% | +14.6% | -5.1% |
| 3M | -5.0% | +10.0% | -15.0% | -8.2% |
| 6M | +88.6% | +12.6% | +76.0% | +79.8% |
| YTD | +88.9% | +50.1% | +38.8% | +60.1% |
| 1Y | +62.2% | +64.3% | -2.0% | +33.3% |
| All | +62.2% | +60.3% | +1.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling