+4.6%
PEP vs TWLO
-35.4%
+40.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +0.7% | -6.4% | +7.0% | +0.7% |
| 3M | -0.5% | +6.3% | -6.8% | -0.6% |
| 6M | -11.3% | +76.4% | -87.7% | -11.7% |
| YTD | -0.6% | +58.8% | -59.4% | -0.9% |
| 1Y | +1.7% | +107.1% | -105.4% | +0.8% |
| 3Y | -12.5% | +245.0% | -257.4% | -15.0% |
| All | +4.6% | -35.4% | +40.0% | -0.2% |
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