+117.3%
PCAR vs TWLO
-26.8%
+144.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | 0.0% | +2.3% |
| 7D | +2.2% | +2.8% | -0.6% | +2.0% |
| 30D | +0.3% | -22.4% | +22.7% | +1.9% |
| 3M | -17.9% | -14.2% | -3.7% | -17.4% |
| 6M | -3.4% | +10.5% | -13.9% | -5.0% |
| YTD | -0.1% | +54.3% | -54.4% | -5.1% |
| 1Y | +13.4% | +68.0% | -54.6% | +6.9% |
| 3Y | +37.2% | +273.0% | -235.8% | +18.0% |
| 5Y | +117.3% | -26.3% | +143.7% | +91.3% |
| All | +117.3% | -26.8% | +144.2% | +91.3% |
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