-35.6%
TWLO vs PEGA
-48.2%
+12.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.7% |
| 7D | +0.2% | -6.1% | +6.3% | +3.5% |
| 30D | -9.1% | +6.4% | -15.5% | -12.2% |
| 3M | +11.0% | +2.9% | +8.1% | +7.6% |
| 6M | +79.4% | -23.8% | +103.2% | +102.3% |
| YTD | +59.7% | -41.1% | +100.8% | +103.9% |
| 1Y | +112.3% | -38.2% | +150.6% | +161.3% |
| 3Y | +247.0% | +49.8% | +197.1% | +117.5% |
| 5Y | -35.6% | -48.0% | +12.4% | +1.1% |
| All | -35.6% | -48.2% | +12.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling