-5.5%
PEP vs TWLO
+262.8%
-268.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.3% |
| 7D | -0.3% | +5.6% | -5.9% | -0.1% |
| 30D | +11.8% | -24.6% | +36.4% | +10.8% |
| 3M | +3.7% | -14.0% | +17.6% | +3.2% |
| 6M | -4.3% | +10.1% | -14.4% | -3.8% |
| YTD | +2.1% | +49.2% | -47.1% | +3.9% |
| 1Y | +2.5% | +65.2% | -62.7% | +4.4% |
| All | -5.5% | +262.8% | -268.3% | -1.8% |
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