+113.3%
WDAY vs PFG
+239.8%
-126.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -7.4% | +3.2% | -10.6% | -8.5% |
| 30D | +1.0% | +0.9% | +0.1% | +0.7% |
| 3M | +32.7% | +7.7% | +25.0% | +29.2% |
| 6M | +25.6% | +29.0% | -3.4% | +14.0% |
| YTD | -13.4% | +32.5% | -45.8% | -22.2% |
| 1Y | -19.4% | +47.3% | -66.7% | -30.5% |
| 3Y | -25.8% | +68.2% | -94.0% | -39.9% |
| 5Y | -31.1% | +108.5% | -139.6% | -48.9% |
| 10Y | +113.3% | +241.4% | -128.1% | +9.2% |
| All | +113.3% | +239.8% | -126.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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