+588.4%
PFG vs EPAM
+1,058.6%
-470.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.9% |
| 7D | -0.6% | +13.4% | -14.0% | -4.0% |
| 30D | +2.0% | +47.1% | -45.1% | -7.1% |
| 3M | -3.2% | +71.2% | -74.3% | -15.0% |
| 6M | +10.9% | +48.9% | -38.0% | -0.8% |
| YTD | +28.8% | -22.2% | +51.1% | +32.0% |
| 1Y | +39.2% | -5.2% | +44.3% | +36.1% |
| 3Y | +75.0% | -34.9% | +110.0% | +79.5% |
| 5Y | +91.9% | -77.4% | +169.3% | +132.3% |
| 10Y | +202.3% | +158.1% | +44.2% | +87.1% |
| All | +588.4% | +1,058.6% | -470.2% | +233.2% |
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