+12.6%
PG vs EPAM
-81.8%
+94.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.4% | -2.2% | -1.2% | -3.3% |
| 30D | -2.6% | +17.8% | -20.4% | -3.2% |
| 3M | -3.3% | +19.9% | -23.2% | -4.2% |
| 6M | -6.7% | -21.6% | +14.9% | -6.2% |
| YTD | +1.7% | -44.0% | +45.8% | +3.4% |
| 1Y | -7.9% | -30.5% | +22.6% | -7.4% |
| 3Y | +0.9% | -56.8% | +57.7% | +2.7% |
| 5Y | +12.6% | -81.7% | +94.3% | +15.5% |
| All | +12.6% | -81.8% | +94.4% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling