+38.8%
PFG vs EPAM
-8.3%
+47.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.4% | +2.4% | 0.0% | +2.2% |
| 30D | +5.9% | +42.3% | -36.5% | +2.1% |
| 3M | -0.4% | +60.7% | -61.1% | -5.3% |
| 6M | +14.8% | +80.5% | -65.7% | +6.4% |
| YTD | +31.9% | -20.4% | +52.3% | +38.8% |
| 1Y | +38.8% | -9.6% | +48.4% | +29.6% |
| All | +38.8% | -8.3% | +47.1% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling