+307.6%
TWLO vs PBF
+367.4%
-59.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -3.9% | +2.3% | -6.2% | -4.1% |
| 30D | -9.7% | +11.6% | -21.3% | -10.8% |
| 3M | +11.6% | +81.7% | -70.1% | +4.5% |
| 6M | +84.7% | +96.4% | -11.8% | +70.7% |
| YTD | +62.5% | +189.5% | -127.0% | +43.3% |
| 1Y | +121.7% | +180.7% | -59.0% | +95.0% |
| 3Y | +253.0% | +56.6% | +196.3% | +221.2% |
| 5Y | -32.5% | +802.0% | -834.5% | -50.2% |
| All | +307.6% | +367.4% | -59.8% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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