+91.2%
PEP vs TWLO
+780.4%
-689.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +2.9% | +4.5% | -1.6% | +2.8% |
| 30D | +12.5% | -22.1% | +34.6% | +13.0% |
| 3M | +4.5% | -15.3% | +19.9% | +4.7% |
| 6M | -0.5% | +9.7% | -10.1% | -1.1% |
| YTD | +4.4% | +48.5% | -44.1% | +2.7% |
| 1Y | +4.4% | +70.3% | -66.0% | +2.2% |
| 3Y | -3.4% | +261.4% | -264.8% | -8.9% |
| 5Y | +5.2% | -30.6% | +35.7% | +3.8% |
| 10Y | +92.1% | +569.2% | -477.1% | +75.0% |
| All | +91.2% | +780.4% | -689.2% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling