+611.9%
PFG vs EPAM
+1,084.1%
-472.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.2% | +18.5% | -20.8% | -6.4% |
| 30D | +6.4% | +44.0% | -37.7% | -2.7% |
| 3M | +2.2% | +63.0% | -60.7% | -9.2% |
| 6M | +16.3% | +67.3% | -51.0% | +1.3% |
| YTD | +33.2% | -20.5% | +53.8% | +35.9% |
| 1Y | +40.6% | -9.6% | +50.2% | +39.1% |
| 3Y | +83.3% | -30.8% | +114.2% | +85.4% |
| 5Y | +97.7% | -75.6% | +173.4% | +134.6% |
| 10Y | +189.9% | +159.6% | +30.3% | +79.1% |
| All | +611.9% | +1,084.1% | -472.2% | +242.8% |
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