+353.0%
PFGC vs EPAM
+165.6%
+187.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.5% | +18.5% | -17.0% | -2.9% |
| 30D | +17.4% | +44.0% | -26.6% | +7.2% |
| 3M | -2.4% | +63.0% | -65.4% | -13.8% |
| 6M | +18.2% | +67.3% | -49.0% | +2.1% |
| YTD | +23.7% | -20.5% | +44.2% | +26.2% |
| 1Y | +15.0% | -9.6% | +24.6% | +13.2% |
| 3Y | +82.3% | -30.8% | +113.2% | +83.7% |
| 5Y | +131.9% | -75.6% | +207.6% | +192.0% |
| 10Y | +353.0% | +159.6% | +193.4% | +125.0% |
| All | +353.0% | +165.6% | +187.4% | +125.0% |
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