+689.1%
TWLO vs PEG
+132.1%
+557.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +0.2% | -1.0% | +1.2% | +0.4% |
| 30D | -9.1% | -2.6% | -6.5% | -8.6% |
| 3M | +11.0% | -7.6% | +18.6% | +12.9% |
| 6M | +79.4% | -12.2% | +91.5% | +84.1% |
| YTD | +59.7% | -8.1% | +67.8% | +61.4% |
| 1Y | +112.3% | -7.0% | +119.3% | +113.5% |
| 3Y | +247.0% | +30.6% | +216.4% | +214.3% |
| 5Y | -35.6% | +34.4% | -70.0% | -42.6% |
| 10Y | +305.7% | +146.5% | +159.2% | +208.4% |
| All | +689.1% | +132.1% | +557.0% | +517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling