+684.6%
TWLO vs PBF
+324.2%
+360.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.4% |
| 7D | -1.2% | +2.4% | -3.6% | -1.5% |
| 30D | -6.4% | +24.9% | -31.2% | -8.6% |
| 3M | +6.3% | +81.9% | -75.6% | -0.4% |
| 6M | +76.4% | +79.4% | -2.9% | +64.5% |
| YTD | +58.8% | +188.3% | -129.5% | +40.2% |
| 1Y | +107.1% | +177.3% | -70.2% | +82.5% |
| 3Y | +245.0% | +56.0% | +189.0% | +214.2% |
| 5Y | -36.0% | +804.0% | -840.0% | -52.7% |
| 10Y | +293.2% | +334.1% | -40.9% | +237.3% |
| All | +684.6% | +324.2% | +360.4% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling