+10.5%
PFE vs TWLO
+88.2%
-77.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.3% |
| 7D | +1.8% | -2.0% | +3.8% | +1.8% |
| 30D | +10.2% | +20.6% | -10.3% | +10.1% |
| 3M | +12.7% | -1.5% | +14.2% | +12.1% |
| 6M | +10.5% | +89.4% | -78.9% | +4.8% |
| All | +10.5% | +88.2% | -77.7% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling