+601.2%
PFG vs EPAM
+1,091.5%
-490.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +5.0% | +41.8% | -36.9% | -3.6% |
| 3M | +0.1% | +63.4% | -63.3% | -11.2% |
| 6M | +13.8% | +72.2% | -58.4% | -1.5% |
| YTD | +31.2% | -20.0% | +51.3% | +33.6% |
| 1Y | +37.1% | -9.0% | +46.1% | +35.5% |
| 3Y | +80.6% | -30.4% | +111.0% | +82.4% |
| 5Y | +93.7% | -75.6% | +169.3% | +129.8% |
| 10Y | +185.5% | +161.2% | +24.4% | +76.2% |
| All | +601.2% | +1,091.5% | -490.3% | +237.2% |
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