-26.3%
TWLO vs PCOR
-30.9%
+4.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.1% | -0.5% |
| 7D | -2.0% | -9.0% | +6.9% | +3.8% |
| 30D | +20.6% | +4.2% | +16.4% | +17.5% |
| 3M | -1.5% | +14.4% | -16.0% | -10.6% |
| 6M | +89.4% | +0.2% | +89.3% | +85.4% |
| YTD | +63.8% | -20.3% | +84.0% | +83.1% |
| 1Y | +119.7% | -16.1% | +135.9% | +135.8% |
| 3Y | +256.1% | -14.7% | +270.8% | +237.9% |
| 5Y | -36.6% | -43.2% | +6.6% | -36.0% |
| All | -26.3% | -30.9% | +4.6% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling