+168.2%
PCAR vs TWLO
-37.0%
+205.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -7.7% | -6.4% | -1.3% | -7.4% |
| 3M | +3.7% | +6.3% | -2.6% | +3.0% |
| 6M | +2.3% | +76.4% | -74.1% | -2.8% |
| YTD | +12.8% | +58.8% | -46.0% | +7.8% |
| 1Y | +27.8% | +107.1% | -79.3% | +19.1% |
| 3Y | +61.8% | +245.0% | -183.2% | +42.3% |
| 5Y | +168.2% | -36.0% | +204.2% | +128.6% |
| All | +168.2% | -37.0% | +205.2% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling