+709.2%
TWLO vs PEGA
+168.7%
+540.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.5% |
| 7D | -2.0% | +3.3% | -5.3% | -3.9% |
| 30D | +20.6% | +17.7% | +2.8% | +9.4% |
| 3M | -1.5% | +5.8% | -7.3% | -6.7% |
| 6M | +89.4% | -20.3% | +109.7% | +111.5% |
| YTD | +63.8% | -37.1% | +100.9% | +108.9% |
| 1Y | +119.7% | -30.2% | +149.9% | +158.3% |
| 3Y | +256.1% | +48.1% | +208.0% | +106.0% |
| 5Y | -36.6% | -46.8% | +10.2% | -21.4% |
| 10Y | +304.3% | +191.3% | +113.0% | +86.2% |
| All | +709.2% | +168.7% | +540.5% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling