+222.5%
PM vs TWLO
+780.4%
-557.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.2% |
| 7D | +0.5% | +4.5% | -4.0% | +0.4% |
| 30D | -3.2% | -22.1% | +18.9% | -2.7% |
| 3M | +6.2% | -15.3% | +21.5% | +6.5% |
| 6M | +7.7% | +9.7% | -2.0% | +7.0% |
| YTD | +27.3% | +48.5% | -21.2% | +25.0% |
| 1Y | +32.8% | +70.3% | -37.6% | +29.9% |
| 3Y | +150.0% | +261.4% | -111.4% | +135.7% |
| 5Y | +164.2% | -30.6% | +194.8% | +159.3% |
| 10Y | +265.7% | +569.2% | -303.5% | +216.1% |
| All | +222.5% | +780.4% | -557.9% | +174.7% |
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