-32.3%
TWLO vs PGR
+159.7%
-192.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -7.8% | +4.9% | -12.8% | -8.4% |
| 3M | +10.0% | +7.6% | +2.4% | +8.8% |
| 6M | +79.5% | +8.3% | +71.2% | +77.1% |
| YTD | +59.8% | +1.7% | +58.1% | +59.0% |
| 1Y | +121.7% | -6.8% | +128.5% | +123.4% |
| 3Y | +240.8% | +73.4% | +167.4% | +203.3% |
| All | -32.3% | +159.7% | -192.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling