-26.4%
WDAY vs PGR
+75.0%
-101.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -5.2% | -0.6% | -4.5% | -5.0% |
| 30D | +5.9% | +4.9% | +1.0% | +4.6% |
| 3M | +42.3% | +7.6% | +34.6% | +40.5% |
| 6M | +34.7% | +8.3% | +26.5% | +32.8% |
| YTD | -13.5% | +1.7% | -15.3% | -13.8% |
| 1Y | -18.1% | -6.8% | -11.2% | -17.1% |
| 3Y | -26.4% | +73.4% | -99.8% | -32.4% |
| All | -26.4% | +75.0% | -101.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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