+633.6%
TWLO vs PFGC
+331.4%
+302.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +4.5% | +3.4% | +1.1% | +3.6% |
| 30D | -22.1% | +16.9% | -39.0% | -25.7% |
| 3M | -15.3% | +6.4% | -21.7% | -17.4% |
| 6M | +9.7% | +16.0% | -6.4% | +4.1% |
| YTD | +48.5% | +23.6% | +24.9% | +36.8% |
| 1Y | +70.3% | +16.6% | +53.7% | +59.5% |
| 3Y | +261.4% | +82.3% | +179.1% | +197.8% |
| 5Y | -30.6% | +138.7% | -169.3% | -46.5% |
| 10Y | +569.2% | +352.8% | +216.4% | +282.3% |
| All | +633.6% | +331.4% | +302.2% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling