+292.6%
WDAY vs PFG
+582.3%
-289.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -5.3% | -2.2% | -3.1% | -4.5% |
| 30D | +1.5% | +6.4% | -4.8% | -1.2% |
| 3M | +5.5% | +2.2% | +3.2% | +4.2% |
| 6M | +57.4% | +16.3% | +41.2% | +47.5% |
| YTD | -11.0% | +33.2% | -44.2% | -21.5% |
| 1Y | -15.8% | +40.6% | -56.4% | -27.4% |
| 3Y | -16.9% | +83.3% | -100.2% | -36.8% |
| 5Y | -35.3% | +97.7% | -133.0% | -53.0% |
| 10Y | +131.0% | +189.9% | -58.8% | +26.7% |
| All | +292.6% | +582.3% | -289.7% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling