-18.6%
PCG vs TWLO
+261.2%
-279.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +0.1% | -28.6% | +28.7% | +1.4% |
| 3M | -24.4% | -14.4% | -10.1% | -24.2% |
| 6M | -17.7% | +2.4% | -20.1% | -18.5% |
| YTD | -17.4% | +45.3% | -62.7% | -20.6% |
| 1Y | -19.4% | +61.8% | -81.2% | -23.4% |
| 3Y | -18.6% | +269.0% | -287.6% | -33.7% |
| All | -18.6% | +261.2% | -279.8% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling