+684.6%
TWLO vs PFG
+281.4%
+403.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | -1.2% | +6.0% | -7.2% | -3.5% |
| 30D | -6.4% | +2.2% | -8.6% | -7.2% |
| 3M | +6.3% | +10.4% | -4.1% | +1.7% |
| 6M | +76.4% | +27.8% | +48.7% | +58.6% |
| YTD | +58.8% | +33.6% | +25.2% | +39.8% |
| 1Y | +107.1% | +49.3% | +57.8% | +73.9% |
| 3Y | +245.0% | +69.7% | +175.2% | +173.7% |
| 5Y | -36.0% | +111.3% | -147.3% | -53.2% |
| 10Y | +293.2% | +240.3% | +52.9% | +103.1% |
| All | +684.6% | +281.4% | +403.2% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling