-30.6%
TWLO vs PFGC
+138.1%
-168.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | +4.5% | +3.4% | +1.1% | +2.9% |
| 30D | -22.1% | +16.9% | -39.0% | -28.5% |
| 3M | -15.3% | +6.4% | -21.7% | -18.8% |
| 6M | +9.7% | +16.0% | -6.4% | -0.6% |
| YTD | +48.5% | +23.6% | +24.9% | +26.0% |
| 1Y | +70.3% | +16.6% | +53.7% | +49.8% |
| 3Y | +261.4% | +82.3% | +179.1% | +130.4% |
| All | -30.6% | +138.1% | -168.7% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling