+125.4%
WDAY vs PCG
-77.4%
+202.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -3.5% |
| 7D | -2.5% | -1.6% | -0.9% | -2.4% |
| 30D | +4.7% | +1.4% | +3.3% | +4.5% |
| 3M | +13.3% | -23.4% | +36.7% | +15.5% |
| 6M | +57.3% | -19.4% | +76.7% | +59.4% |
| YTD | -10.2% | -18.5% | +8.3% | -9.3% |
| 1Y | -14.1% | -19.5% | +5.5% | -13.2% |
| 3Y | -11.7% | -21.0% | +9.3% | -11.0% |
| 5Y | -33.5% | +13.7% | -47.2% | -35.2% |
| All | +125.4% | -77.4% | +202.7% | +134.9% |
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