+194.4%
PDD vs TWLO
+259.5%
-65.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -4.4% | +0.2% | -4.6% | -4.6% |
| 30D | -15.5% | -9.1% | -6.3% | -13.3% |
| 3M | -4.1% | +11.0% | -15.0% | -9.0% |
| 6M | -23.4% | +79.4% | -102.8% | -39.7% |
| YTD | -30.7% | +59.7% | -90.4% | -43.8% |
| 1Y | -37.6% | +112.3% | -150.0% | -54.9% |
| 3Y | -17.5% | +247.0% | -264.5% | -54.8% |
| 5Y | -24.6% | -35.6% | +11.0% | -28.2% |
| All | +194.4% | +259.5% | -65.1% | +50.3% |
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