+185.3%
WDAY vs PFGC
+485.1%
-299.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.8% |
| 7D | +1.8% | +3.4% | -1.6% | +1.0% |
| 30D | +4.1% | +16.9% | -12.9% | -0.1% |
| 3M | -4.8% | +6.4% | -11.2% | -6.6% |
| 6M | +68.6% | +16.0% | +52.6% | +61.7% |
| YTD | -8.5% | +23.6% | -32.2% | -14.7% |
| 1Y | -12.1% | +16.6% | -28.7% | -16.8% |
| 3Y | -13.2% | +82.3% | -95.5% | -27.3% |
| 5Y | -33.7% | +138.7% | -172.4% | -48.5% |
| 10Y | +137.4% | +352.8% | -215.4% | +50.0% |
| All | +185.3% | +485.1% | -299.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling