-28.6%
TWLO vs PCOR
-33.1%
+4.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -1.1% |
| 7D | -1.2% | -6.9% | +5.7% | +3.3% |
| 30D | -6.4% | -1.5% | -4.8% | -5.8% |
| 3M | +6.3% | +18.5% | -12.2% | -5.7% |
| 6M | +76.4% | -4.7% | +81.1% | +78.1% |
| YTD | +58.8% | -22.8% | +81.6% | +81.1% |
| 1Y | +107.1% | -20.7% | +127.8% | +130.1% |
| 3Y | +245.0% | -14.6% | +259.5% | +225.4% |
| 5Y | -36.0% | -40.7% | +4.8% | -35.5% |
| All | -28.6% | -33.1% | +4.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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