-75.3%
PCG vs TWLO
+298.6%
-373.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.3% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | -16.7% | -9.1% | -7.6% | -16.1% |
| 3M | -14.2% | +11.0% | -25.2% | -15.2% |
| 6M | -21.5% | +79.4% | -100.8% | -26.1% |
| YTD | -11.2% | +59.7% | -70.9% | -15.8% |
| 1Y | -4.2% | +112.3% | -116.5% | -11.8% |
| 3Y | -14.9% | +247.0% | -261.8% | -26.3% |
| 5Y | +54.2% | -35.6% | +89.8% | +47.8% |
| 10Y | -75.3% | +305.7% | -381.0% | -79.2% |
| All | -75.3% | +298.6% | -373.9% | -79.2% |
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