+684.6%
TWLO vs PHM
+603.5%
+81.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -1.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.2% |
| 30D | -6.4% | -9.7% | +3.3% | -2.7% |
| 3M | +6.3% | +2.2% | +4.1% | +4.4% |
| 6M | +76.4% | -5.7% | +82.1% | +77.4% |
| YTD | +58.8% | +2.8% | +56.0% | +52.0% |
| 1Y | +107.1% | -14.4% | +121.5% | +113.6% |
| 3Y | +245.0% | +52.2% | +192.8% | +161.6% |
| 5Y | -36.0% | +154.3% | -190.2% | -62.4% |
| 10Y | +293.2% | +545.9% | -252.7% | +43.4% |
| All | +684.6% | +603.5% | +81.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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