+128.3%
WDAY vs PFGC
+362.5%
-234.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.6% | +15.0% | -19.6% | -8.0% |
| 30D | +1.2% | +17.0% | -15.8% | -2.9% |
| 3M | +2.6% | -2.5% | +5.0% | +2.7% |
| 6M | +47.8% | +19.2% | +28.6% | +40.6% |
| YTD | -12.1% | +23.4% | -35.5% | -18.0% |
| 1Y | -17.1% | +13.9% | -31.0% | -21.1% |
| 3Y | -17.9% | +82.0% | -99.9% | -31.5% |
| 5Y | -35.1% | +128.7% | -163.8% | -49.3% |
| All | +128.3% | +362.5% | -234.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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