+339.7%
PFGC vs EPAM
+170.1%
+169.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.1% |
| 7D | +8.5% | +13.4% | -4.8% | +4.9% |
| 30D | +15.0% | +47.1% | -32.1% | +4.5% |
| 3M | -6.2% | +71.2% | -77.4% | -18.1% |
| 6M | +15.7% | +48.9% | -33.2% | +2.8% |
| YTD | +19.6% | -22.2% | +41.8% | +22.6% |
| 1Y | +13.2% | -5.2% | +18.4% | +10.0% |
| 3Y | +77.0% | -34.9% | +111.9% | +81.2% |
| 5Y | +121.5% | -77.4% | +198.9% | +186.4% |
| All | +339.7% | +170.1% | +169.6% | +112.7% |
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