+123.9%
WDAY vs PCG
-77.2%
+201.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -4.0% | -1.1% | -2.9% | -3.9% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | +5.9% | -24.4% | +30.3% | +8.0% |
| 6M | +48.8% | -17.7% | +66.5% | +50.5% |
| YTD | -11.4% | -17.4% | +6.0% | -10.6% |
| 1Y | -15.5% | -19.4% | +3.8% | -14.6% |
| 3Y | -15.6% | -18.6% | +3.0% | -15.2% |
| 5Y | -35.2% | +10.2% | -45.4% | -36.7% |
| 10Y | +123.9% | -76.7% | +200.5% | +129.5% |
| All | +123.9% | -77.2% | +201.1% | +129.5% |
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