+165.5%
PG vs EPAM
+158.4%
+7.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +0.6% | -1.1% | +1.7% | +0.6% |
| 30D | +10.5% | +41.8% | -31.3% | +6.9% |
| 3M | +17.4% | +63.4% | -46.0% | +12.0% |
| 6M | +18.4% | +72.2% | -53.8% | +11.8% |
| YTD | +20.7% | -20.0% | +40.7% | +21.6% |
| 1Y | +16.8% | -9.0% | +25.9% | +16.2% |
| 3Y | +20.1% | -30.4% | +50.5% | +20.2% |
| 5Y | +30.4% | -75.6% | +106.0% | +45.7% |
| All | +165.5% | +158.4% | +7.1% | +97.6% |
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