+302.1%
PG vs EPAM
+1,084.1%
-782.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.2% | +18.5% | -18.3% | -1.3% |
| 30D | +10.2% | +44.0% | -33.9% | +6.7% |
| 3M | +16.2% | +63.0% | -46.8% | +11.4% |
| 6M | +18.6% | +67.3% | -48.6% | +12.9% |
| YTD | +20.4% | -20.5% | +40.9% | +21.2% |
| 1Y | +16.2% | -9.6% | +25.8% | +15.6% |
| 3Y | +19.9% | -30.8% | +50.7% | +20.0% |
| 5Y | +30.3% | -75.6% | +105.9% | +39.8% |
| 10Y | +163.1% | +159.6% | +3.6% | +119.0% |
| All | +302.1% | +1,084.1% | -782.0% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling