+279.9%
PFGC vs EPAM
+66.7%
+213.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | 0.0% |
| 7D | -2.2% | +2.0% | -4.2% | -2.7% |
| 30D | -11.9% | +6.5% | -18.5% | -13.8% |
| 3M | +5.0% | +19.9% | -14.9% | -0.8% |
| 6M | +8.6% | -16.9% | +25.5% | +11.6% |
| YTD | +9.7% | -42.9% | +52.6% | +21.9% |
| 1Y | -6.3% | -30.4% | +24.1% | -1.7% |
| 3Y | +58.2% | -54.7% | +112.9% | +78.0% |
| 5Y | +110.4% | -81.8% | +192.2% | +180.8% |
| All | +279.9% | +66.7% | +213.3% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling