+249.9%
PLD vs TWLO
+298.6%
-48.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.2% | -9.1% | +6.9% | -1.3% |
| 3M | -7.4% | +11.0% | -18.4% | -9.0% |
| 6M | +1.9% | +79.4% | -77.5% | -6.4% |
| YTD | +7.9% | +59.7% | -51.8% | +0.1% |
| 1Y | +25.1% | +112.3% | -87.2% | +11.4% |
| 3Y | +21.9% | +247.0% | -225.1% | -0.3% |
| 5Y | +16.3% | -35.6% | +51.9% | +8.2% |
| 10Y | +249.9% | +305.7% | -55.8% | +162.4% |
| All | +249.9% | +298.6% | -48.7% | +162.4% |
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