+82.0%
PFGC vs EPAM
-31.2%
+113.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.1% |
| 7D | +15.0% | +18.8% | -3.8% | +13.1% |
| 30D | +17.0% | +44.9% | -28.0% | +12.9% |
| 3M | -2.5% | +68.6% | -71.0% | -7.5% |
| 6M | +19.2% | +65.4% | -46.2% | +12.5% |
| YTD | +23.4% | -19.9% | +43.3% | +26.3% |
| 1Y | +13.9% | -10.0% | +23.9% | +14.1% |
| 3Y | +82.0% | -30.3% | +112.3% | +87.4% |
| All | +82.0% | -31.2% | +113.2% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling