+289.8%
PBF vs EPAM
+677.1%
-387.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +16.0% | -23.3% | -10.8% |
| 7D | -13.8% | +13.4% | -27.1% | -16.6% |
| 30D | -19.6% | +47.1% | -66.7% | -26.6% |
| 3M | +10.3% | +71.2% | -60.9% | -3.0% |
| 6M | +63.4% | +48.9% | +14.5% | +46.4% |
| YTD | +152.6% | -22.2% | +174.9% | +157.8% |
| 1Y | +87.4% | -5.2% | +92.5% | +82.2% |
| 3Y | +63.3% | -34.9% | +98.2% | +66.8% |
| 5Y | +412.5% | -77.4% | +489.9% | +533.5% |
| 10Y | +282.5% | +158.1% | +124.4% | +103.4% |
| All | +289.8% | +677.1% | -387.3% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling