+624.3%
PFG vs EPAM
+751.2%
-126.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.0% |
| 7D | +5.5% | +2.0% | +3.6% | +5.1% |
| 30D | +2.4% | +6.5% | -4.2% | +0.4% |
| 3M | +13.6% | +19.9% | -6.3% | +7.8% |
| 6M | +27.9% | -16.9% | +44.8% | +31.3% |
| YTD | +35.6% | -42.9% | +78.4% | +50.1% |
| 1Y | +48.5% | -30.4% | +78.8% | +56.6% |
| 3Y | +66.9% | -54.7% | +121.6% | +87.2% |
| 5Y | +111.0% | -81.8% | +192.8% | +167.8% |
| 10Y | +244.5% | +65.5% | +179.0% | +136.6% |
| All | +624.3% | +751.2% | -126.9% | +278.9% |
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