+240.8%
TWLO vs PNR
-14.5%
+255.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -2.4% | -6.0% | +3.6% | +0.2% |
| 30D | -7.8% | -14.0% | +6.2% | -1.8% |
| 3M | +10.0% | -21.7% | +31.7% | +20.7% |
| 6M | +79.5% | -37.3% | +116.7% | +119.1% |
| YTD | +59.8% | -45.1% | +105.0% | +110.6% |
| 1Y | +121.7% | -49.1% | +170.8% | +207.0% |
| 3Y | +240.8% | -14.8% | +255.6% | +219.3% |
| All | +240.8% | -14.5% | +255.3% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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