-32.3%
TWLO vs PEG
+36.3%
-68.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -7.8% | -3.7% | -4.1% | -7.1% |
| 3M | +10.0% | -7.3% | +17.3% | +11.6% |
| 6M | +79.5% | -10.5% | +89.9% | +82.9% |
| YTD | +59.8% | -7.5% | +67.3% | +60.7% |
| 1Y | +121.7% | -8.7% | +130.4% | +123.6% |
| 3Y | +240.8% | +31.4% | +209.4% | +199.7% |
| All | -32.3% | +36.3% | -68.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling