+131.0%
WDAY vs PCG
-76.4%
+207.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -5.3% | -2.2% | -3.1% | -5.1% |
| 30D | +1.5% | -0.5% | +2.0% | +1.6% |
| 3M | +5.5% | -24.0% | +29.4% | +7.5% |
| 6M | +57.4% | -18.6% | +76.1% | +59.4% |
| YTD | -11.0% | -17.7% | +6.7% | -10.2% |
| 1Y | -15.8% | -20.0% | +4.2% | -14.8% |
| 3Y | -16.9% | -20.2% | +3.4% | -16.3% |
| 5Y | -35.3% | +8.4% | -43.6% | -36.7% |
| 10Y | +131.0% | -76.4% | +207.4% | +138.1% |
| All | +131.0% | -76.4% | +207.5% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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