-35.2%
TWLO vs PRU
+48.6%
-83.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.6% |
| 7D | -2.0% | +1.9% | -3.9% | -3.0% |
| 30D | +20.6% | +2.7% | +17.9% | +18.8% |
| 3M | -1.5% | +19.5% | -21.0% | -11.2% |
| 6M | +89.4% | +26.6% | +62.8% | +64.8% |
| YTD | +63.8% | +12.3% | +51.5% | +51.8% |
| 1Y | +119.7% | +18.0% | +101.7% | +97.2% |
| 3Y | +256.1% | +47.0% | +209.1% | +165.8% |
| All | -35.2% | +48.6% | -83.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling