-30.6%
TWLO vs PENG
+56.5%
-87.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.9% |
| 7D | +4.5% | +13.2% | -8.7% | +1.0% |
| 30D | -22.1% | -29.9% | +7.8% | -15.9% |
| 3M | -15.3% | -22.2% | +6.9% | -12.6% |
| 6M | +9.7% | -1.9% | +11.5% | 0.0% |
| YTD | +48.5% | +142.1% | -93.6% | +0.3% |
| 1Y | +70.3% | +151.5% | -81.2% | +13.4% |
| 3Y | +261.4% | +206.9% | +54.5% | +92.3% |
| All | -30.6% | +56.5% | -87.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling