+689.7%
TWLO vs PBR
+945.5%
-255.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.4% | +5.4% | -7.8% | -3.2% |
| 30D | -7.8% | +22.9% | -30.7% | -10.7% |
| 3M | +10.0% | +19.6% | -9.6% | +6.8% |
| 6M | +79.5% | +16.5% | +63.0% | +74.2% |
| YTD | +59.8% | +86.7% | -26.8% | +43.9% |
| 1Y | +121.7% | +74.7% | +47.0% | +101.2% |
| 3Y | +240.8% | +102.6% | +138.2% | +199.1% |
| 5Y | -33.6% | +566.6% | -600.2% | -53.7% |
| 10Y | +306.0% | +686.1% | -380.1% | +139.5% |
| All | +689.7% | +945.5% | -255.8% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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