+240.3%
PBF vs EPAM
+168.6%
+71.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -6.2% |
| 7D | -15.3% | +18.8% | -34.1% | -19.1% |
| 30D | -21.8% | +44.9% | -66.7% | -28.8% |
| 3M | -0.2% | +68.6% | -68.8% | -12.5% |
| 6M | +63.6% | +65.4% | -1.8% | +42.1% |
| YTD | +147.5% | -19.9% | +167.4% | +150.9% |
| 1Y | +69.8% | -10.0% | +79.8% | +67.0% |
| 3Y | +65.3% | -30.3% | +95.5% | +65.7% |
| 5Y | +393.4% | -75.7% | +469.1% | +536.1% |
| 10Y | +240.3% | +167.2% | +73.1% | +20.5% |
| All | +240.3% | +168.6% | +71.7% | +20.5% |
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