+240.3%
PFG vs EPAM
+65.2%
+175.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +2.2% | +18.4% | -16.1% | -1.8% |
| 3M | +10.4% | +19.2% | -8.9% | +4.7% |
| 6M | +27.8% | -21.0% | +48.7% | +33.0% |
| YTD | +33.6% | -43.7% | +77.4% | +49.3% |
| 1Y | +49.3% | -29.9% | +79.2% | +57.6% |
| 3Y | +69.7% | -56.5% | +126.3% | +93.0% |
| 5Y | +111.3% | -81.7% | +193.0% | +177.7% |
| 10Y | +240.3% | +64.5% | +175.8% | +95.9% |
| All | +240.3% | +65.2% | +175.1% | +95.9% |
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 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