+240.6%
TWLO vs PFG
+67.4%
+173.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | +0.2% | +3.2% | -3.0% | -1.5% |
| 30D | -9.1% | +0.9% | -10.1% | -9.6% |
| 3M | +11.0% | +7.7% | +3.3% | +5.9% |
| 6M | +79.4% | +29.0% | +50.4% | +53.6% |
| YTD | +59.7% | +32.5% | +27.3% | +34.2% |
| 1Y | +112.3% | +47.3% | +65.0% | +67.0% |
| All | +240.6% | +67.4% | +173.2% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling