+32.5%
PFE vs TWLO
+319.6%
-287.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | -4.0% | -3.9% | -0.1% | -3.9% |
| 30D | +3.9% | -9.7% | +13.6% | +4.3% |
| 3M | +9.9% | +11.6% | -1.7% | +9.2% |
| 6M | +5.3% | +84.7% | -79.4% | +2.0% |
| YTD | +16.8% | +62.5% | -45.7% | +13.6% |
| 1Y | +20.4% | +121.7% | -101.3% | +15.3% |
| 3Y | -2.1% | +253.0% | -255.1% | -9.2% |
| 5Y | -21.0% | -32.5% | +11.5% | -23.2% |
| All | +32.5% | +319.6% | -287.1% | +9.9% |
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