+12.2%
PCAR vs TWLO
+60.3%
-48.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.0% |
| 7D | +3.7% | -15.9% | +19.5% | +3.3% |
| 30D | -2.9% | -29.0% | +26.1% | -3.6% |
| 3M | -21.7% | +10.0% | -31.7% | -21.3% |
| 6M | -6.6% | +12.6% | -19.2% | -5.9% |
| YTD | -2.2% | +50.1% | -52.3% | +1.8% |
| 1Y | +12.2% | +64.3% | -52.0% | +12.0% |
| All | +12.2% | +60.3% | -48.1% | +12.0% |
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