+301.0%
TWLO vs PSKY
-74.6%
+375.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -2.2% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | -7.8% | +11.6% | -19.4% | -10.7% |
| 3M | +10.0% | +1.5% | +8.5% | +9.0% |
| 6M | +79.5% | +7.7% | +71.8% | +75.2% |
| YTD | +59.8% | -20.1% | +79.9% | +66.9% |
| 1Y | +121.7% | -38.3% | +160.0% | +145.3% |
| 3Y | +240.8% | -17.7% | +258.5% | +221.3% |
| 5Y | -33.6% | -69.9% | +36.3% | -20.1% |
| All | +301.0% | -74.6% | +375.6% | +414.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling