+378.7%
PCAR vs TWLO
+871.2%
-492.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | -6.2% | +20.6% | -26.8% | -7.6% |
| 3M | +5.9% | -1.5% | +7.4% | +5.6% |
| 6M | +0.4% | +89.4% | -89.0% | -5.0% |
| YTD | +14.8% | +63.8% | -49.0% | +9.6% |
| 1Y | +30.1% | +119.7% | -89.6% | +21.2% |
| 3Y | +66.7% | +256.1% | -189.5% | +47.6% |
| 5Y | +166.1% | -36.6% | +202.7% | +155.3% |
| 10Y | +353.7% | +304.3% | +49.3% | +247.5% |
| All | +378.7% | +871.2% | -492.5% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling