-32.3%
TWLO vs PPG
-24.1%
-8.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.9% |
| 7D | -2.4% | -6.2% | +3.8% | +0.8% |
| 30D | -7.8% | -7.9% | +0.1% | -3.9% |
| 3M | +10.0% | -10.2% | +20.3% | +15.5% |
| 6M | +79.5% | +2.7% | +76.8% | +71.8% |
| YTD | +59.8% | +4.9% | +55.0% | +48.0% |
| 1Y | +121.7% | -3.2% | +124.9% | +115.7% |
| 3Y | +240.8% | -17.0% | +257.8% | +258.0% |
| All | -32.3% | -24.1% | -8.3% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling