+64.3%
TWLO vs PENG
+120.5%
-56.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | +1.3% |
| 7D | -15.9% | -20.5% | +4.6% | -12.9% |
| 30D | -29.0% | -20.4% | -8.7% | -26.8% |
| 3M | +10.0% | -16.4% | +26.4% | +12.2% |
| 6M | +12.6% | +49.2% | -36.7% | -3.1% |
| YTD | +50.1% | +147.2% | -97.1% | +14.0% |
| 1Y | +64.3% | +124.7% | -60.4% | +27.8% |
| All | +64.3% | +120.5% | -56.2% | +27.8% |
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