+119.7%
TWLO vs PH
+30.5%
+89.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.2% |
| 7D | -2.0% | -3.1% | +1.0% | -3.0% |
| 30D | +20.6% | -3.2% | +23.8% | +19.5% |
| 3M | -1.5% | +10.6% | -12.1% | +3.0% |
| 6M | +89.4% | -2.1% | +91.6% | +95.4% |
| YTD | +63.8% | +10.2% | +53.6% | +67.1% |
| 1Y | +119.7% | +28.2% | +91.5% | +113.0% |
| All | +119.7% | +30.5% | +89.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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