+301.0%
TWLO vs PFGC
+292.9%
+8.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | -4.8% | +2.3% | -1.1% |
| 30D | -7.8% | -12.5% | +4.7% | -4.5% |
| 3M | +10.0% | -9.7% | +19.8% | +12.9% |
| 6M | +79.5% | +7.0% | +72.5% | +74.6% |
| YTD | +59.8% | +4.5% | +55.4% | +55.3% |
| 1Y | +121.7% | -11.6% | +133.3% | +125.5% |
| 3Y | +240.8% | +58.5% | +182.3% | +194.1% |
| 5Y | -33.6% | +112.6% | -146.2% | -46.7% |
| All | +301.0% | +292.9% | +8.1% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling