+301.0%
TWLO vs PTEN
-15.6%
+316.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -2.4% | +3.5% | -5.9% | -2.8% |
| 30D | -7.8% | +17.5% | -25.3% | -9.8% |
| 3M | +10.0% | +12.7% | -2.7% | +7.7% |
| 6M | +79.5% | +33.1% | +46.4% | +71.3% |
| YTD | +59.8% | +116.4% | -56.6% | +42.8% |
| 1Y | +121.7% | +141.2% | -19.5% | +94.6% |
| 3Y | +240.8% | -3.8% | +244.6% | +226.8% |
| 5Y | -33.6% | +92.7% | -126.3% | -42.5% |
| All | +301.0% | -15.6% | +316.6% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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