+336.5%
TWLO vs PGR
+838.0%
-501.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -2.7% | +5.4% | -8.1% | -4.4% |
| 3M | +13.6% | +8.9% | +4.8% | +10.0% |
| 6M | +86.2% | +7.8% | +78.4% | +80.5% |
| YTD | +63.0% | +3.3% | +59.7% | +59.8% |
| 1Y | +126.6% | -5.2% | +131.8% | +127.7% |
| 3Y | +258.8% | +73.2% | +185.6% | +177.7% |
| 5Y | -31.2% | +165.1% | -196.3% | -58.0% |
| 10Y | +336.5% | +848.1% | -511.6% | +109.5% |
| All | +336.5% | +838.0% | -501.5% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling