+119.7%
TWLO vs PENG
+118.5%
+1.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.4% | -9.6% | -4.0% |
| 7D | -2.0% | +4.5% | -6.6% | -2.7% |
| 30D | +20.6% | -7.1% | +27.7% | +21.6% |
| 3M | -1.5% | -27.3% | +25.7% | +1.4% |
| 6M | +89.4% | +169.6% | -80.2% | +51.5% |
| YTD | +63.8% | +164.6% | -100.8% | +30.3% |
| 1Y | +119.7% | +109.5% | +10.3% | +69.3% |
| All | +119.7% | +118.5% | +1.2% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling