+28.0%
PCAR vs TWLO
+107.9%
-79.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.0% |
| 3M | +2.1% | +11.0% | -8.9% | +2.3% |
| 6M | +1.6% | +79.4% | -77.8% | +1.4% |
| YTD | +12.2% | +59.7% | -47.5% | +13.1% |
| 1Y | +28.0% | +112.3% | -84.3% | +25.8% |
| All | +28.0% | +107.9% | -79.8% | +25.8% |
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