-30.6%
TWLO vs PCOR
-11.9%
-18.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.5% | +3.0% | +1.5% | +2.7% |
| 30D | -22.1% | +38.7% | -60.8% | -37.6% |
| 3M | -15.3% | +24.9% | -40.2% | -28.3% |
| 6M | +9.7% | +68.8% | -59.1% | -24.2% |
| YTD | +48.5% | +6.7% | +41.8% | +35.4% |
| 1Y | +70.3% | +3.0% | +67.3% | +58.6% |
| 3Y | +261.4% | +48.6% | +212.8% | +129.8% |
| All | -30.6% | -11.9% | -18.8% | -43.7% |
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