+97.7%
PFG vs EPAM
-76.2%
+173.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.2% | +18.5% | -20.8% | -5.1% |
| 30D | +6.4% | +44.0% | -37.7% | -0.1% |
| 3M | +2.2% | +63.0% | -60.7% | -6.0% |
| 6M | +16.3% | +67.3% | -51.0% | +5.4% |
| YTD | +33.2% | -20.5% | +53.8% | +35.7% |
| 1Y | +40.6% | -9.6% | +50.2% | +40.1% |
| 3Y | +83.3% | -30.8% | +114.2% | +84.7% |
| 5Y | +97.7% | -75.6% | +173.4% | +115.6% |
| All | +97.7% | -76.2% | +173.9% | +115.6% |
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 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