+301.0%
TWLO vs PEG
+148.0%
+153.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -7.8% | -3.7% | -4.1% | -7.0% |
| 3M | +10.0% | -7.3% | +17.3% | +11.8% |
| 6M | +79.5% | -10.5% | +89.9% | +83.2% |
| YTD | +59.8% | -7.5% | +67.3% | +61.3% |
| 1Y | +121.7% | -8.7% | +130.4% | +124.2% |
| 3Y | +240.8% | +31.4% | +209.4% | +208.7% |
| 5Y | -33.6% | +37.8% | -71.4% | -41.1% |
| All | +301.0% | +148.0% | +153.0% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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