-21.8%
WDAY vs PFGC
+65.1%
-87.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -4.4% | -2.2% | -2.2% | -3.9% |
| 30D | +14.7% | -11.9% | +26.7% | +17.7% |
| 3M | +32.4% | +5.0% | +27.4% | +31.4% |
| 6M | +36.9% | +8.6% | +28.3% | +34.7% |
| YTD | -8.8% | +9.7% | -18.5% | -11.8% |
| 1Y | -15.3% | -6.3% | -9.0% | -13.0% |
| All | -21.8% | +65.1% | -87.0% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling