+195.8%
PDD vs TWLO
+234.2%
-38.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | -4.9% | +4.5% | -9.4% | -6.3% |
| 30D | -3.0% | -22.1% | +19.1% | +3.6% |
| 3M | -6.2% | -15.3% | +9.1% | -3.5% |
| 6M | -20.7% | +9.7% | -30.4% | -26.6% |
| YTD | -30.4% | +48.5% | -78.8% | -43.3% |
| 1Y | -41.3% | +70.3% | -111.6% | -54.6% |
| 3Y | -27.7% | +261.4% | -289.1% | -61.9% |
| 5Y | -16.9% | -30.6% | +13.7% | -23.7% |
| All | +195.8% | +234.2% | -38.4% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling