+261.4%
TWLO vs PFGC
+82.6%
+178.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +4.5% | +3.4% | +1.1% | +3.9% |
| 30D | -22.1% | +16.9% | -39.0% | -24.9% |
| 3M | -15.3% | +6.4% | -21.7% | -16.3% |
| 6M | +9.7% | +16.0% | -6.4% | +5.2% |
| YTD | +48.5% | +23.6% | +24.9% | +36.0% |
| 1Y | +70.3% | +16.6% | +53.7% | +61.0% |
| 3Y | +261.4% | +82.3% | +179.1% | +178.5% |
| All | +261.4% | +82.6% | +178.8% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling