+13.4%
PG vs TWLO
-33.6%
+47.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.8% |
| 30D | +0.8% | -7.8% | +8.6% | +0.8% |
| 3M | -1.3% | +10.0% | -11.4% | -1.3% |
| 6M | -3.8% | +79.5% | -83.3% | -4.0% |
| YTD | +3.6% | +59.8% | -56.2% | +3.6% |
| 1Y | -5.7% | +121.7% | -127.4% | -6.1% |
| 3Y | +1.6% | +240.8% | -239.2% | +0.4% |
| All | +13.4% | -33.6% | +47.0% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling