+238.6%
TWLO vs PEGA
+52.4%
+186.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.1% | -1.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.4% |
| 30D | -6.4% | +9.6% | -16.0% | -9.1% |
| 3M | +6.3% | +2.3% | +4.0% | +4.8% |
| 6M | +76.4% | -23.9% | +100.3% | +89.3% |
| YTD | +58.8% | -39.8% | +98.6% | +80.2% |
| 1Y | +107.1% | -37.4% | +144.5% | +131.9% |
| All | +238.6% | +52.4% | +186.2% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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