+1,466.4%
PANW vs TWLO
+847.7%
+618.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | +18.3% | +10.0% | +8.3% | +14.5% |
| 6M | +100.5% | +79.5% | +21.0% | +69.6% |
| YTD | +79.5% | +59.8% | +19.7% | +55.8% |
| 1Y | +66.7% | +121.7% | -55.0% | +32.3% |
| 3Y | +161.2% | +240.8% | -79.6% | +79.1% |
| 5Y | +322.2% | -33.6% | +355.8% | +289.7% |
| 10Y | +1,273.8% | +306.0% | +967.8% | +743.6% |
| All | +1,466.4% | +847.7% | +618.8% | +764.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling