+662.3%
TWLO vs PRU
+160.2%
+502.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +2.8% | -2.8% | +5.6% | +3.9% |
| 30D | -22.4% | +8.5% | -30.9% | -24.8% |
| 3M | -14.2% | +1.7% | -16.0% | -15.0% |
| 6M | +10.5% | +24.8% | -14.2% | +1.4% |
| YTD | +54.3% | +13.3% | +41.0% | +46.2% |
| 1Y | +68.0% | +21.4% | +46.6% | +55.1% |
| 3Y | +273.0% | +54.8% | +218.2% | +212.2% |
| 5Y | -26.3% | +42.4% | -68.7% | -36.7% |
| 10Y | +595.4% | +98.4% | +497.0% | +417.0% |
| All | +662.3% | +160.2% | +502.2% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling