-32.3%
TWLO vs PNC
+51.4%
-83.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.0% |
| 7D | -2.4% | -0.6% | -1.9% | -2.1% |
| 30D | -7.8% | -4.4% | -3.4% | -5.2% |
| 3M | +10.0% | +5.2% | +4.8% | +6.3% |
| 6M | +79.5% | +20.6% | +58.8% | +57.9% |
| YTD | +59.8% | +19.8% | +40.1% | +39.8% |
| 1Y | +121.7% | +24.4% | +97.2% | +88.3% |
| 3Y | +240.8% | +131.2% | +109.6% | +82.6% |
| All | -32.3% | +51.4% | -83.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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