+250.9%
PBF vs EPAM
+157.4%
+93.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +6.5% | +2.4% | +4.0% | +5.8% |
| 30D | -20.0% | +42.3% | -62.3% | -26.9% |
| 3M | -3.3% | +60.7% | -64.0% | -14.3% |
| 6M | +76.8% | +80.5% | -3.7% | +50.4% |
| YTD | +168.9% | -20.4% | +189.3% | +173.0% |
| 1Y | +96.4% | -9.6% | +106.0% | +92.8% |
| 3Y | +77.2% | -30.5% | +107.7% | +77.8% |
| 5Y | +417.7% | -75.7% | +493.4% | +566.5% |
| All | +250.9% | +157.4% | +93.6% | +22.5% |
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