+261.4%
TWLO vs PINS
-38.3%
+299.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +4.5% | +1.0% | +3.5% | +4.2% |
| 30D | -22.1% | -12.0% | -10.1% | -18.4% |
| 3M | -15.3% | -17.9% | +2.6% | -9.8% |
| 6M | +9.7% | -1.0% | +10.7% | +8.2% |
| YTD | +48.5% | -26.0% | +74.5% | +60.8% |
| 1Y | +70.3% | -28.5% | +98.8% | +86.5% |
| 3Y | +261.4% | -39.2% | +300.6% | +283.9% |
| All | +261.4% | -38.3% | +299.7% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 3y: compounded portfolio wealth divided by compounded PINS 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…
3y analysis · Full analysis span regression · 6 months rolling