-32.5%
TWLO vs PSA
+13.0%
-45.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -3.6% | -0.2% | -2.5% |
| 30D | -9.7% | -9.4% | -0.3% | -6.3% |
| 3M | +11.6% | -8.2% | +19.8% | +15.0% |
| 6M | +84.7% | -1.8% | +86.5% | +83.8% |
| YTD | +62.5% | +15.7% | +46.7% | +48.7% |
| 1Y | +121.7% | +6.3% | +115.4% | +110.5% |
| 3Y | +253.0% | +21.6% | +231.4% | +201.3% |
| 5Y | -32.5% | +13.5% | -45.9% | -38.9% |
| All | -32.5% | +13.0% | -45.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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