-35.5%
TWLO vs PCOR
-19.6%
-15.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.5% | +22.7% | -24.2% | -14.7% |
| 30D | -26.0% | +37.5% | -63.5% | -40.4% |
| 3M | +4.6% | +35.2% | -30.6% | -15.8% |
| 6M | +5.5% | +42.2% | -36.7% | -18.8% |
| YTD | +42.0% | +3.6% | +38.5% | +31.9% |
| 1Y | +58.5% | -4.8% | +63.2% | +55.1% |
| 3Y | +279.7% | +48.3% | +231.3% | +140.3% |
| All | -35.5% | -19.6% | -15.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling