+684.6%
TWLO vs PFGC
+275.6%
+409.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | -6.4% | -15.8% | +9.4% | -1.9% |
| 3M | +6.3% | -0.6% | +6.9% | +6.2% |
| 6M | +76.4% | +10.7% | +65.8% | +70.0% |
| YTD | +58.8% | +7.6% | +51.2% | +53.0% |
| 1Y | +107.1% | -7.8% | +114.9% | +108.2% |
| 3Y | +245.0% | +63.7% | +181.3% | +194.8% |
| 5Y | -36.0% | +112.3% | -148.2% | -48.8% |
| 10Y | +293.2% | +286.7% | +6.5% | +138.5% |
| All | +684.6% | +275.6% | +409.0% | +380.8% |
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