+255.2%
PBF vs EPAM
+165.6%
+89.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.0% |
| 7D | -4.0% | +18.5% | -22.5% | -8.3% |
| 30D | -18.0% | +44.0% | -62.0% | -25.2% |
| 3M | +0.9% | +63.0% | -62.1% | -10.8% |
| 6M | +65.7% | +67.3% | -1.5% | +43.6% |
| YTD | +161.9% | -20.5% | +182.4% | +165.9% |
| 1Y | +77.8% | -9.6% | +87.4% | +74.6% |
| 3Y | +74.9% | -30.8% | +105.7% | +75.6% |
| 5Y | +423.4% | -75.6% | +499.0% | +571.9% |
| 10Y | +255.2% | +159.6% | +95.6% | +27.7% |
| All | +255.2% | +165.6% | +89.5% | +27.7% |
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