-11.1%
PCG vs TWLO
+238.8%
-249.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.7% | +3.8% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | -15.1% | -6.4% | -8.7% | -14.9% |
| 3M | -9.8% | +6.3% | -16.1% | -10.4% |
| 6M | -18.0% | +76.4% | -94.4% | -21.8% |
| YTD | -7.2% | +58.8% | -66.1% | -10.9% |
| 1Y | +2.9% | +107.1% | -104.2% | -4.2% |
| 3Y | -11.1% | +245.0% | -256.1% | -26.0% |
| All | -11.1% | +238.8% | -249.9% | -26.0% |
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 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