+64.3%
TWLO vs PFGC
+12.5%
+51.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.5% | -13.7% | +3.3% |
| 7D | -15.9% | +13.9% | -29.7% | -12.8% |
| 30D | -29.0% | +18.4% | -47.4% | -25.8% |
| 3M | +10.0% | -2.5% | +12.5% | +11.4% |
| 6M | +12.6% | +26.0% | -13.5% | +21.3% |
| YTD | +50.1% | +21.9% | +28.2% | +60.8% |
| 1Y | +64.3% | +13.4% | +50.9% | +79.6% |
| All | +64.3% | +12.5% | +51.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling