-36.1%
TWLO vs PCOR
-10.3%
-25.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.5% | +22.7% | -24.2% | -14.2% |
| 30D | -26.0% | +37.5% | -63.5% | -39.8% |
| 3M | +4.6% | +35.2% | -30.6% | -15.1% |
| 6M | +5.5% | +42.2% | -36.7% | -17.9% |
| YTD | +42.0% | +3.6% | +38.5% | +32.3% |
| 1Y | +58.5% | -4.8% | +63.2% | +55.2% |
| 3Y | +279.7% | +48.3% | +231.3% | +149.5% |
| 5Y | -35.0% | -20.1% | -14.9% | -46.4% |
| All | -36.1% | -10.3% | -25.8% | -49.0% |
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