+160.1%
PM vs TWLO
-26.8%
+187.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.1% |
| 7D | -7.1% | +2.8% | -9.9% | -7.1% |
| 30D | -2.8% | -22.4% | +19.6% | -2.7% |
| 3M | +6.3% | -14.2% | +20.6% | +6.4% |
| 6M | +9.6% | +10.5% | -0.9% | +9.3% |
| YTD | +25.6% | +54.3% | -28.7% | +24.4% |
| 1Y | +29.7% | +68.0% | -38.4% | +28.1% |
| 3Y | +147.6% | +273.0% | -125.5% | +137.0% |
| 5Y | +160.1% | -26.3% | +186.5% | +133.1% |
| All | +160.1% | -26.8% | +187.0% | +133.1% |
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