+341.9%
PBF vs EPAM
+66.7%
+275.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | +4.3% | +2.0% | +2.3% | +3.8% |
| 30D | +22.0% | +6.5% | +15.5% | +19.6% |
| 3M | +74.5% | +19.9% | +54.6% | +65.2% |
| 6M | +67.7% | -16.9% | +84.6% | +72.2% |
| YTD | +179.2% | -42.9% | +222.1% | +209.3% |
| 1Y | +170.0% | -30.4% | +200.4% | +183.5% |
| 3Y | +66.4% | -54.7% | +121.1% | +86.4% |
| 5Y | +764.5% | -81.8% | +846.3% | +1,069.0% |
| All | +341.9% | +66.7% | +275.3% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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