+72.5%
PBF vs EPAM
-30.2%
+102.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | -4.0% | +18.5% | -22.5% | -6.2% |
| 30D | -18.0% | +44.0% | -62.0% | -22.1% |
| 3M | +0.9% | +63.0% | -62.1% | -6.1% |
| 6M | +65.7% | +67.3% | -1.5% | +52.0% |
| YTD | +161.9% | -20.5% | +182.4% | +168.5% |
| 1Y | +77.8% | -9.6% | +87.4% | +76.8% |
| All | +72.5% | -30.2% | +102.8% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling