+64.3%
TWLO vs PPG
+38.5%
+25.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | +0.4% |
| 7D | -15.9% | +7.5% | -23.3% | -15.3% |
| 30D | -29.0% | +20.9% | -49.9% | -27.8% |
| 3M | +10.0% | +8.7% | +1.3% | +11.1% |
| 6M | +12.6% | +23.8% | -11.3% | +16.1% |
| YTD | +50.1% | +26.5% | +23.6% | +53.6% |
| 1Y | +64.3% | +37.6% | +26.7% | +62.0% |
| All | +64.3% | +38.5% | +25.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling