-15.6%
WDAY vs PFG
+84.7%
-100.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -3.2% |
| 7D | -4.0% | +2.3% | -6.3% | -5.1% |
| 30D | +1.9% | +7.6% | -5.7% | -1.6% |
| 3M | +5.9% | +2.5% | +3.4% | +4.5% |
| 6M | +48.8% | +16.6% | +32.2% | +38.6% |
| YTD | -11.4% | +34.1% | -45.5% | -22.6% |
| 1Y | -15.5% | +44.1% | -59.6% | -28.6% |
| 3Y | -15.6% | +86.3% | -101.9% | -47.3% |
| All | -15.6% | +84.7% | -100.3% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling