+248.9%
PG vs EPAM
+751.2%
-502.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | -0.1% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | -0.2% | +6.5% | -6.8% | -0.9% |
| 3M | +4.8% | +19.9% | -15.1% | +2.9% |
| 6M | -6.1% | -16.9% | +10.8% | -5.2% |
| YTD | +4.5% | -42.9% | +47.3% | +8.3% |
| 1Y | -5.3% | -30.4% | +25.1% | -3.7% |
| 3Y | +2.6% | -54.7% | +57.3% | +6.6% |
| 5Y | +15.6% | -81.8% | +97.4% | +27.0% |
| 10Y | +118.0% | +65.5% | +52.6% | +88.1% |
| All | +248.9% | +751.2% | -502.3% | +202.6% |
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