+116.1%
PG vs EPAM
+74.2%
+41.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.3% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +0.8% | +17.6% | -16.7% | -0.7% |
| 3M | -1.3% | +27.1% | -28.5% | -3.8% |
| 6M | -3.8% | -17.0% | +13.1% | -2.8% |
| YTD | +3.6% | -42.4% | +46.1% | +7.9% |
| 1Y | -5.7% | -25.3% | +19.6% | -4.6% |
| 3Y | +1.6% | -55.7% | +57.3% | +6.4% |
| 5Y | +14.6% | -81.2% | +95.8% | +29.7% |
| All | +116.1% | +74.2% | +41.9% | +68.7% |
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