-16.4%
PDD vs TWLO
+238.8%
-255.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.7% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | -13.1% | -6.4% | -6.7% | -12.6% |
| 3M | -3.5% | +6.3% | -9.8% | -4.7% |
| 6M | -21.8% | +76.4% | -98.2% | -28.0% |
| YTD | -29.7% | +58.8% | -88.5% | -34.6% |
| 1Y | -36.2% | +107.1% | -143.3% | -43.0% |
| 3Y | -16.4% | +245.0% | -261.3% | -28.6% |
| All | -16.4% | +238.8% | -255.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling