+601.7%
TWLO vs PPL
+41.8%
+559.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -26.0% | +5.4% | -31.4% | -27.0% |
| 3M | +4.6% | +4.3% | +0.3% | +3.3% |
| 6M | +5.5% | -1.3% | +6.9% | +5.4% |
| YTD | +42.0% | +4.7% | +37.3% | +39.2% |
| 1Y | +58.5% | +1.3% | +57.2% | +56.7% |
| 3Y | +279.7% | +57.2% | +222.4% | +231.5% |
| 5Y | -35.0% | +48.2% | -83.2% | -42.2% |
| 10Y | +539.9% | +62.7% | +477.2% | +425.3% |
| All | +601.7% | +41.8% | +559.9% | +592.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling