+75.3%
PEP vs TWLO
+312.8%
-237.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -1.0% | -2.4% | +1.5% | -0.9% |
| 30D | -0.7% | -7.8% | +7.1% | -0.5% |
| 3M | -4.1% | +10.0% | -14.2% | -4.5% |
| 6M | -13.1% | +79.5% | -92.5% | -14.7% |
| YTD | -2.1% | +59.8% | -62.0% | -3.7% |
| 1Y | -1.7% | +121.7% | -123.3% | -4.4% |
| 3Y | -15.1% | +240.8% | -255.9% | -19.7% |
| 5Y | +3.1% | -33.6% | +36.7% | +2.3% |
| All | +75.3% | +312.8% | -237.5% | +63.0% |
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