+111.5%
WDAY vs PFGC
+294.6%
-183.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -10.5% | -4.8% | -5.7% | -9.4% |
| 30D | +2.1% | -17.2% | +19.3% | +6.9% |
| 3M | +34.6% | -6.3% | +41.0% | +36.8% |
| 6M | +29.9% | +8.8% | +21.1% | +26.3% |
| YTD | -13.8% | +4.9% | -18.8% | -16.0% |
| 1Y | -18.3% | -9.5% | -8.8% | -17.3% |
| 3Y | -26.2% | +59.6% | -85.7% | -36.1% |
| 5Y | -30.8% | +113.5% | -144.3% | -44.9% |
| All | +111.5% | +294.6% | -183.1% | +44.5% |
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