+218.5%
PWR vs TWLO
+246.3%
-27.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.4% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | -4.0% | -7.8% | +3.8% | -3.0% |
| 3M | -4.8% | +10.0% | -14.8% | -7.0% |
| 6M | +14.6% | +79.5% | -64.8% | +0.7% |
| YTD | +54.2% | +59.8% | -5.6% | +38.1% |
| 1Y | +67.1% | +121.7% | -54.6% | +38.3% |
| 3Y | +218.5% | +240.8% | -22.3% | +138.2% |
| All | +218.5% | +246.3% | -27.9% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling