+367.9%
PCAR vs TWLO
+298.6%
+69.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -6.9% | -9.1% | +2.3% | -6.3% |
| 3M | +2.1% | +11.0% | -8.9% | +1.0% |
| 6M | +1.6% | +79.4% | -77.8% | -3.4% |
| YTD | +12.2% | +59.7% | -47.5% | +7.4% |
| 1Y | +28.0% | +112.3% | -84.3% | +19.6% |
| 3Y | +61.0% | +247.0% | -186.0% | +42.9% |
| 5Y | +163.9% | -35.6% | +199.5% | +152.6% |
| 10Y | +367.9% | +305.7% | +62.2% | +256.9% |
| All | +367.9% | +298.6% | +69.3% | +256.9% |
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