+599.2%
TWLO vs PPL
+65.8%
+533.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.7% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | -22.4% | +3.0% | -25.4% | -23.0% |
| 3M | -14.2% | +1.1% | -15.4% | -14.7% |
| 6M | +10.5% | -0.8% | +11.3% | +10.2% |
| YTD | +54.3% | +3.5% | +50.8% | +51.7% |
| 1Y | +68.0% | -0.9% | +68.9% | +67.0% |
| 3Y | +273.0% | +54.2% | +218.8% | +228.3% |
| 5Y | -26.3% | +46.3% | -72.6% | -34.2% |
| All | +599.2% | +65.8% | +533.4% | +500.5% |
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