+2,521.4%
PWR vs TWLO
+312.8%
+2,208.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.3% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | -4.0% | -7.8% | +3.8% | -3.3% |
| 3M | -4.8% | +10.0% | -14.8% | -6.4% |
| 6M | +14.6% | +79.5% | -64.8% | +5.2% |
| YTD | +54.2% | +59.8% | -5.6% | +43.1% |
| 1Y | +67.1% | +121.7% | -54.6% | +48.4% |
| 3Y | +218.5% | +240.8% | -22.3% | +164.4% |
| 5Y | +466.3% | -33.6% | +499.9% | +428.1% |
| All | +2,521.4% | +312.8% | +2,208.7% | +1,743.1% |
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 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