-31.6%
WDAY vs PFGC
+110.5%
-142.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.3% |
| 30D | +3.7% | -15.8% | +19.5% | +10.0% |
| 3M | +29.6% | -0.6% | +30.2% | +29.7% |
| 6M | +23.3% | +10.7% | +12.7% | +17.8% |
| YTD | -13.3% | +7.6% | -20.9% | -17.4% |
| 1Y | -19.6% | -7.8% | -11.8% | -18.3% |
| 3Y | -25.7% | +63.7% | -89.4% | -42.8% |
| 5Y | -31.6% | +112.3% | -143.8% | -54.1% |
| All | -31.6% | +110.5% | -142.1% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling