+119.7%
TWLO vs PSKY
-26.0%
+145.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +20.6% | +24.0% | -3.4% | +15.4% |
| 3M | -1.5% | +2.2% | -3.7% | -1.9% |
| 6M | +89.4% | -9.0% | +98.4% | +90.4% |
| YTD | +63.8% | -18.1% | +81.9% | +65.9% |
| 1Y | +119.7% | -25.1% | +144.8% | +127.5% |
| All | +119.7% | -26.0% | +145.7% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling