+246.5%
TWLO vs PEG
+32.0%
+214.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | -9.7% | -2.8% | -6.9% | -9.5% |
| 3M | +11.6% | -6.9% | +18.5% | +12.1% |
| 6M | +84.7% | -11.4% | +96.1% | +86.8% |
| YTD | +62.5% | -7.4% | +69.9% | +62.1% |
| 1Y | +121.7% | -8.3% | +130.0% | +121.5% |
| All | +246.5% | +32.0% | +214.5% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling