+320.8%
PBF vs EPAM
+570.0%
-249.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -13.7% | +24.9% | -38.6% | -17.9% |
| 3M | +10.6% | +22.6% | -12.0% | +4.9% |
| 6M | +61.2% | +24.2% | +37.0% | +51.1% |
| YTD | +172.7% | -33.0% | +205.7% | +188.9% |
| 1Y | +111.0% | -13.3% | +124.3% | +110.1% |
| 3Y | +73.6% | -42.9% | +116.5% | +83.3% |
| 5Y | +479.7% | -80.8% | +560.5% | +648.3% |
| 10Y | +312.9% | +122.5% | +190.4% | +127.9% |
| All | +320.8% | +570.0% | -249.2% | +106.7% |
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 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