+109.9%
WDAY vs PCG
-75.0%
+184.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.2% |
| 7D | -6.1% | +5.4% | -11.5% | -6.6% |
| 30D | +3.7% | -15.1% | +18.8% | +4.8% |
| 3M | +29.6% | -9.8% | +39.4% | +30.3% |
| 6M | +23.3% | -18.0% | +41.3% | +24.8% |
| YTD | -13.3% | -7.2% | -6.0% | -13.3% |
| 1Y | -19.6% | +2.9% | -22.5% | -20.5% |
| 3Y | -25.7% | -11.1% | -14.6% | -25.8% |
| 5Y | -31.6% | +61.8% | -93.4% | -35.1% |
| 10Y | +109.9% | -75.2% | +185.1% | +122.2% |
| All | +109.9% | -75.0% | +184.9% | +122.2% |
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