+13.9%
PFGC vs EPAM
-7.6%
+21.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.6% |
| 7D | +15.0% | +18.8% | -3.8% | +15.3% |
| 30D | +17.0% | +44.9% | -28.0% | +17.9% |
| 3M | -2.5% | +68.6% | -71.0% | -1.4% |
| 6M | +19.2% | +65.4% | -46.2% | +19.7% |
| YTD | +23.4% | -19.9% | +43.3% | +14.6% |
| 1Y | +13.9% | -10.0% | +23.9% | +6.8% |
| All | +13.9% | -7.6% | +21.5% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling