-76.0%
PCG vs TWLO
+566.1%
-642.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | +2.2% | +4.5% | -2.4% | +1.8% |
| 30D | +0.8% | -22.1% | +22.9% | +2.5% |
| 3M | -23.8% | -15.3% | -8.5% | -23.2% |
| 6M | -19.6% | +9.7% | -29.3% | -21.2% |
| YTD | -16.7% | +48.5% | -65.2% | -21.0% |
| 1Y | -19.4% | +70.3% | -89.7% | -24.6% |
| 3Y | -18.3% | +261.4% | -279.7% | -30.2% |
| 5Y | +10.4% | -30.6% | +41.0% | +4.9% |
| All | -76.0% | +566.1% | -642.1% | -80.0% |
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