-23.8%
PDD vs TWLO
-37.0%
+13.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.1% |
| 7D | -4.1% | -1.2% | -2.9% | -3.9% |
| 30D | -13.1% | -6.4% | -6.7% | -11.8% |
| 3M | -3.5% | +6.3% | -9.8% | -7.0% |
| 6M | -21.8% | +76.4% | -98.2% | -37.8% |
| YTD | -29.7% | +58.8% | -88.5% | -42.5% |
| 1Y | -36.2% | +107.1% | -143.3% | -53.3% |
| 3Y | -16.4% | +245.0% | -261.3% | -55.5% |
| 5Y | -23.8% | -36.0% | +12.1% | -9.2% |
| All | -23.8% | -37.0% | +13.1% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling