+293.2%
TWLO vs PPL
+55.2%
+238.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -1.2% | +1.8% | -3.0% | -1.6% |
| 30D | -6.4% | -1.1% | -5.3% | -6.2% |
| 3M | +6.3% | 0.0% | +6.2% | +6.1% |
| 6M | +76.4% | -7.6% | +84.0% | +79.2% |
| YTD | +58.8% | +1.7% | +57.1% | +57.2% |
| 1Y | +107.1% | +1.5% | +105.6% | +104.8% |
| 3Y | +245.0% | +55.3% | +189.7% | +203.4% |
| 5Y | -36.0% | +37.7% | -73.7% | -42.1% |
| 10Y | +293.2% | +54.0% | +239.2% | +249.3% |
| All | +293.2% | +55.2% | +238.0% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling