+702.8%
TWLO vs PPG
+16.2%
+686.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.6% |
| 7D | -3.9% | -5.1% | +1.3% | -1.6% |
| 30D | -9.7% | -9.6% | -0.1% | -5.5% |
| 3M | +11.6% | -6.4% | +18.0% | +14.3% |
| 6M | +84.7% | +0.5% | +84.2% | +80.1% |
| YTD | +62.5% | +4.4% | +58.1% | +53.5% |
| 1Y | +121.7% | -0.9% | +122.6% | +114.5% |
| 3Y | +253.0% | -17.0% | +269.9% | +268.2% |
| 5Y | -32.5% | -23.7% | -8.8% | -28.5% |
| 10Y | +312.7% | +25.9% | +286.9% | +204.4% |
| All | +702.8% | +16.2% | +686.6% | +565.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling