+767.1%
TWLO vs PENG
+755.0%
+12.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.8% |
| 7D | -1.2% | +7.8% | -9.0% | -3.1% |
| 30D | -6.4% | -12.2% | +5.8% | -3.8% |
| 3M | +6.3% | -20.6% | +26.9% | +8.0% |
| 6M | +76.4% | +180.9% | -104.5% | +26.9% |
| YTD | +58.8% | +162.3% | -103.5% | +15.3% |
| 1Y | +107.1% | +107.3% | -0.2% | +57.9% |
| 3Y | +245.0% | +110.8% | +134.2% | +133.4% |
| 5Y | -36.0% | +117.8% | -153.8% | -58.1% |
| All | +767.1% | +755.0% | +12.1% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling