-33.6%
PDD vs TWLO
+123.2%
-156.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | -4.1% | -2.0% | -2.0% | -3.9% |
| 30D | -9.6% | +20.6% | -30.2% | -11.4% |
| 3M | -4.3% | -1.5% | -2.7% | -4.4% |
| 6M | -18.8% | +89.4% | -108.2% | -23.9% |
| YTD | -27.5% | +63.8% | -91.3% | -31.6% |
| 1Y | -33.6% | +119.7% | -153.4% | -38.9% |
| All | -33.6% | +123.2% | -156.8% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling