+370.6%
PFGC vs EPAM
+163.7%
+206.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.5% | +4.3% |
| 7D | +10.8% | +9.1% | +1.8% | +8.1% |
| 30D | +17.8% | +38.5% | -20.7% | +8.6% |
| 3M | -2.7% | +61.0% | -63.7% | -13.9% |
| 6M | +20.0% | +58.0% | -38.0% | +5.1% |
| YTD | +24.3% | -23.5% | +47.8% | +28.0% |
| 1Y | +13.2% | -10.5% | +23.7% | +11.6% |
| 3Y | +85.9% | -33.8% | +119.7% | +89.3% |
| 5Y | +141.0% | -78.1% | +219.2% | +215.2% |
| 10Y | +370.6% | +157.7% | +212.9% | +128.5% |
| All | +370.6% | +163.7% | +206.9% | +128.5% |
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