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Jason Day with the Wanamaker Trophy after winning the 2015 PGA Championship golf tournament at Whistling Straits. Image Credit: USA TODAY Sports

Kohler, United States: Jason Day made it look easy, but after years of major championship heartbreak his record-setting win Sunday at the PGA Championship was anything but.

“It was probably the hardest round of golf that I’ve ever had to play,” said Day, whose five-under 67 at Whistling Straits gave him a 20-under total of 268 - the lowest winning score in relation to par ever in a major a championship.

He was three strokes in front of Jordan Spieth, the 22-year old American who captured two majors this year.

Feeling the weight of the American crowd’s hopes for Spieth - as well as the weight of his own major championship history - Day dug in.

As he approached the 72nd hole - at 20-under with a three-shot lead, Day told himself “don’t double bogey.”

But as the visions of disaster crowded in, he fought back.

“That’s the moments where you have to pull yourself back and say, “No, I’m not going to have that. I’m going to stamp my foot on that.’”

Day closed with a par - rolling a 45-foot birdie putt to within a foot and tapping in as the tears flowed.

The victory broke a series of near-misses that stretches back years.

In 2011 a surging Charl Schwartzel denied him at the Masters before his fourth major start at the US Open saw him unable to catch Rory McIlroy.

In 2013, fellow Aussie Adam Scott won the Masters after Day’s late collapse.

Just this year, Day battled through vertigo to earn a place in the final group of the US Open in June, only to finish tied for ninth.

Last month his putt to reach the British Open playoff came up short and he settled for a share of fourth place.

That result at St. Andrews was a crushing blow, Day admitted, but he said the pile of disappointments did more to make Sunday’s triumph possible than all of his consultations with mental coaches.

“The biggest thing that prepares you for something like this is just the sheer experience of failure,” Day said. “Knowing you can learn from anything ... that’s what gets you mentally tough.”

Day said he couldn’t fathom the fact that he’d posted the lowest winning score in relation to par in a major championship. He’ll rise from fifth to a career-high number three in the world, but most importantly for the 27-year-old he’s shed the tag of one of the best players never to win a major.

“I haven’t had really much time to think about what I accomplished,” he said. “It’s good to be a major champion.”