-77.4%
PCG vs TWLO
+761.4%
-838.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +0.1% | -28.6% | +28.7% | +2.4% |
| 3M | -24.4% | -14.4% | -10.1% | -24.0% |
| 6M | -17.7% | +2.4% | -20.1% | -18.7% |
| YTD | -17.4% | +45.3% | -62.7% | -21.3% |
| 1Y | -19.4% | +61.8% | -81.2% | -23.9% |
| 3Y | -18.6% | +269.0% | -287.6% | -29.7% |
| 5Y | +10.2% | -33.5% | +43.7% | +5.0% |
| 10Y | -76.7% | +549.6% | -626.3% | -80.3% |
| All | -77.4% | +761.4% | -838.7% | -80.9% |
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