-32.3%
TWLO vs PBF
+799.3%
-831.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -2.4% | +5.3% | -7.7% | -2.9% |
| 30D | -7.8% | +11.7% | -19.5% | -8.9% |
| 3M | +10.0% | +91.1% | -81.0% | +2.7% |
| 6M | +79.5% | +88.4% | -9.0% | +66.8% |
| YTD | +59.8% | +194.1% | -134.2% | +40.8% |
| 1Y | +121.7% | +180.4% | -58.7% | +95.1% |
| 3Y | +240.8% | +59.3% | +181.5% | +205.3% |
| All | -32.3% | +799.3% | -831.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling