+80.9%
PEP vs TWLO
+871.2%
-790.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.6% |
| 7D | -1.4% | -2.0% | +0.6% | -1.4% |
| 30D | +0.2% | +20.6% | -20.3% | -0.3% |
| 3M | -1.1% | -1.5% | +0.4% | -1.2% |
| 6M | -13.5% | +89.4% | -102.9% | -15.3% |
| YTD | -1.2% | +63.8% | -65.0% | -2.9% |
| 1Y | -1.6% | +119.7% | -121.3% | -4.3% |
| 3Y | -12.5% | +256.1% | -268.6% | -17.2% |
| 5Y | +3.0% | -36.6% | +39.6% | +2.4% |
| 10Y | +73.9% | +304.3% | -230.4% | +60.4% |
| All | +80.9% | +871.2% | -790.3% | +63.8% |
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 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