+264.1%
PLD vs TWLO
+871.2%
-607.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -2.2% |
| 30D | -2.4% | +20.6% | -23.0% | -4.9% |
| 3M | -3.8% | -1.5% | -2.2% | -4.2% |
| 6M | 0.0% | +89.4% | -89.4% | -8.5% |
| YTD | +9.2% | +63.8% | -54.6% | +1.3% |
| 1Y | +25.9% | +119.7% | -93.8% | +12.0% |
| 3Y | +21.3% | +256.1% | -234.8% | -0.5% |
| 5Y | +14.1% | -36.6% | +50.7% | +6.4% |
| 10Y | +237.9% | +304.3% | -66.5% | +155.5% |
| All | +264.1% | +871.2% | -607.0% | +158.8% |
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 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