+264.1%
TWLO vs PRU
+56.1%
+207.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.3% |
| 7D | +0.2% | +3.8% | -3.6% | -1.3% |
| 30D | -26.0% | +9.0% | -35.0% | -28.7% |
| 3M | -14.3% | +2.1% | -16.5% | -15.2% |
| 6M | +6.2% | +25.4% | -19.2% | -4.2% |
| YTD | +50.6% | +13.5% | +37.1% | +41.2% |
| 1Y | +64.0% | +21.3% | +42.7% | +49.0% |
| 3Y | +264.1% | +55.1% | +208.9% | +169.2% |
| All | +264.1% | +56.1% | +207.9% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling