-6.5%
PG vs EPAM
-29.6%
+23.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -2.7% | -4.5% | +1.8% | -2.7% |
| 30D | -1.5% | +14.6% | -16.2% | -1.5% |
| 3M | -3.4% | +23.1% | -26.4% | -3.6% |
| 6M | -7.0% | -19.5% | +12.5% | -9.5% |
| YTD | +2.0% | -44.1% | +46.1% | -2.2% |
| 1Y | -6.5% | -25.2% | +18.7% | -10.9% |
| All | -6.5% | -29.6% | +23.1% | -10.9% |
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