+675.5%
TWLO vs PENG
+597.2%
+78.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -2.4% |
| 7D | -1.5% | -19.4% | +18.0% | +2.6% |
| 30D | -26.0% | -42.4% | +16.4% | -16.7% |
| 3M | +4.6% | -25.6% | +30.2% | +9.1% |
| 6M | +5.5% | +7.3% | -1.7% | -4.7% |
| YTD | +42.0% | +113.9% | -71.8% | +5.6% |
| 1Y | +58.5% | +93.6% | -35.1% | +20.5% |
| 3Y | +279.7% | +170.2% | +109.4% | +143.4% |
| 5Y | -35.0% | +44.2% | -79.1% | -54.1% |
| All | +675.5% | +597.2% | +78.3% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling