-77.7%
PCG vs TWLO
+784.6%
-862.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -2.0% | +5.6% | -7.6% | -2.4% |
| 30D | -2.7% | -24.6% | +21.9% | -0.9% |
| 3M | -25.1% | -14.0% | -11.1% | -24.6% |
| 6M | -22.3% | +10.1% | -32.4% | -23.7% |
| YTD | -18.5% | +49.2% | -67.7% | -22.5% |
| 1Y | -21.8% | +65.2% | -87.1% | -26.3% |
| 3Y | -21.0% | +260.7% | -281.7% | -31.7% |
| 5Y | +8.1% | -30.2% | +38.3% | +2.6% |
| 10Y | -76.6% | +572.4% | -649.0% | -80.3% |
| All | -77.7% | +784.6% | -862.2% | -81.1% |
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