+248.9%
PLD vs TWLO
+761.4%
-512.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +0.8% | -28.6% | +29.4% | +4.3% |
| 3M | -6.1% | -14.4% | +8.2% | -5.2% |
| 6M | -8.0% | +2.4% | -10.5% | -9.7% |
| YTD | +4.7% | +45.3% | -40.6% | -2.3% |
| 1Y | +7.2% | +61.8% | -54.6% | -1.3% |
| 3Y | +39.2% | +269.0% | -229.8% | +13.0% |
| 5Y | +1.9% | -33.5% | +35.4% | -5.6% |
| 10Y | +256.8% | +549.6% | -292.8% | +162.3% |
| All | +248.9% | +761.4% | -512.5% | +149.8% |
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