+52.9%
TWLO vs PGR
+18.4%
+34.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.9% |
| 7D | -16.9% | +1.3% | -18.2% | -16.9% |
| 30D | -28.3% | +10.0% | -38.3% | -28.1% |
| 3M | +4.0% | +9.6% | -5.6% | +4.5% |
| 6M | +2.8% | +18.0% | -15.2% | +3.7% |
| YTD | +41.3% | +9.0% | +32.3% | +41.3% |
| 1Y | +52.9% | +18.8% | +34.1% | +54.0% |
| All | +52.9% | +18.4% | +34.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling