+48.5%
PFE vs TWLO
+569.2%
-520.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.0% |
| 7D | -2.1% | +5.6% | -7.7% | -2.3% |
| 30D | +3.1% | -24.6% | +27.7% | +4.1% |
| 3M | +11.2% | -14.0% | +25.1% | +11.5% |
| 6M | +15.0% | +10.1% | +5.0% | +13.9% |
| YTD | +23.5% | +49.2% | -25.7% | +20.3% |
| 1Y | +18.9% | +65.2% | -46.3% | +15.2% |
| 3Y | +18.7% | +260.7% | -241.9% | +9.7% |
| 5Y | -24.0% | -30.2% | +6.2% | -26.4% |
| All | +48.5% | +569.2% | -520.7% | +22.4% |
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