+92.4%
PFG vs EPAM
-77.4%
+169.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.1% |
| 7D | -0.6% | +13.4% | -14.0% | -2.9% |
| 30D | +2.0% | +47.1% | -45.1% | -4.5% |
| 3M | -3.2% | +71.2% | -74.3% | -11.7% |
| 6M | +10.9% | +48.9% | -38.0% | +2.6% |
| YTD | +28.8% | -22.2% | +51.1% | +31.7% |
| 1Y | +39.2% | -5.2% | +44.3% | +37.5% |
| 3Y | +75.0% | -34.9% | +110.0% | +78.0% |
| All | +92.4% | -77.4% | +169.9% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling