-25.7%
WDAY vs PFG
+71.3%
-97.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.2% |
| 7D | -6.1% | +6.0% | -12.1% | -8.5% |
| 30D | +3.7% | +2.2% | +1.5% | +2.7% |
| 3M | +29.6% | +10.4% | +19.2% | +24.2% |
| 6M | +23.3% | +27.8% | -4.4% | +10.7% |
| YTD | -13.3% | +33.6% | -46.9% | -23.7% |
| 1Y | -19.6% | +49.3% | -68.9% | -32.7% |
| 3Y | -25.7% | +69.7% | -95.4% | -44.1% |
| All | -25.7% | +71.3% | -97.0% | -44.1% |
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