+689.7%
TWLO vs PNR
+61.4%
+628.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -2.4% | -6.0% | +3.6% | +0.7% |
| 30D | -7.8% | -14.0% | +6.2% | -0.6% |
| 3M | +10.0% | -21.7% | +31.7% | +22.6% |
| 6M | +79.5% | -37.3% | +116.7% | +122.4% |
| YTD | +59.8% | -45.1% | +105.0% | +112.2% |
| 1Y | +121.7% | -49.1% | +170.8% | +207.0% |
| 3Y | +240.8% | -14.8% | +255.6% | +250.5% |
| 5Y | -33.6% | -21.0% | -12.6% | -32.8% |
| 10Y | +306.0% | +64.7% | +241.2% | +172.8% |
| All | +689.7% | +61.4% | +628.3% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling