-25.7%
PDD vs TWLO
+261.2%
-286.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.3% |
| 7D | -1.4% | -0.5% | -1.0% | -1.5% |
| 30D | -1.0% | -28.6% | +27.6% | +2.0% |
| 3M | -12.3% | -14.4% | +2.1% | -11.5% |
| 6M | -18.5% | +2.4% | -21.0% | -19.9% |
| YTD | -29.0% | +45.3% | -74.3% | -33.5% |
| 1Y | -40.7% | +61.8% | -102.6% | -45.2% |
| 3Y | -25.7% | +269.0% | -294.7% | -45.5% |
| All | -25.7% | +261.2% | -286.9% | -45.5% |
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