+37.7%
PFE vs TWLO
+871.2%
-833.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | +1.8% | -2.0% | +3.8% | +1.8% |
| 30D | +10.2% | +20.6% | -10.3% | +9.2% |
| 3M | +12.7% | -1.5% | +14.2% | +12.5% |
| 6M | +10.5% | +89.4% | -78.9% | +7.0% |
| YTD | +20.2% | +63.8% | -43.6% | +16.9% |
| 1Y | +24.1% | +119.7% | -95.7% | +18.9% |
| 3Y | -3.6% | +256.1% | -259.7% | -10.5% |
| 5Y | -20.9% | -36.6% | +15.7% | -22.8% |
| 10Y | +35.8% | +304.3% | -268.5% | +14.1% |
| All | +37.7% | +871.2% | -833.5% | +11.7% |
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