-34.7%
TWLO vs PCOR
-9.0%
-25.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.4% |
| 7D | -0.5% | +22.2% | -22.7% | -13.1% |
| 30D | -28.6% | +36.0% | -64.6% | -41.6% |
| 3M | -14.4% | +34.0% | -48.4% | -30.2% |
| 6M | +2.4% | +43.5% | -41.1% | -20.7% |
| YTD | +45.3% | +5.1% | +40.2% | +34.2% |
| 1Y | +61.8% | -3.9% | +65.8% | +57.8% |
| 3Y | +269.0% | +52.9% | +216.1% | +138.3% |
| 5Y | -33.5% | -18.7% | -14.8% | -45.7% |
| All | -34.7% | -9.0% | -25.7% | -48.3% |
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