+1,248.2%
PANW vs TWLO
+312.8%
+935.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | -14.6% | -7.8% | -6.7% | -12.6% |
| 3M | +18.3% | +10.0% | +8.3% | +14.4% |
| 6M | +100.5% | +79.5% | +21.0% | +68.8% |
| YTD | +79.5% | +59.8% | +19.7% | +55.2% |
| 1Y | +66.7% | +121.7% | -55.0% | +31.4% |
| 3Y | +161.2% | +240.8% | -79.6% | +77.0% |
| 5Y | +322.2% | -33.6% | +355.8% | +289.7% |
| All | +1,248.2% | +312.8% | +935.5% | +699.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling