+111.5%
WDAY vs PNC
+277.5%
-166.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -10.5% | -0.9% | -9.7% | -10.2% |
| 30D | +2.1% | -4.4% | +6.5% | +3.8% |
| 3M | +34.6% | +5.3% | +29.4% | +31.8% |
| 6M | +29.9% | +19.6% | +10.3% | +20.3% |
| YTD | -13.8% | +19.1% | -33.0% | -20.3% |
| 1Y | -18.3% | +24.3% | -42.6% | -25.7% |
| 3Y | -26.2% | +132.2% | -158.3% | -48.9% |
| 5Y | -30.8% | +52.3% | -83.1% | -44.1% |
| All | +111.5% | +277.5% | -166.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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