+73.4%
PGR vs EPAM
-55.8%
+129.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.5% |
| 7D | -0.6% | +0.7% | -1.4% | -0.7% |
| 30D | +4.9% | +17.6% | -12.6% | +3.9% |
| 3M | +7.6% | +27.1% | -19.5% | +5.7% |
| 6M | +8.3% | -17.0% | +25.2% | +8.1% |
| YTD | +1.7% | -42.4% | +44.2% | +3.0% |
| 1Y | -6.8% | -25.3% | +18.5% | -7.0% |
| 3Y | +73.4% | -55.7% | +129.2% | +75.8% |
| All | +73.4% | -55.8% | +129.3% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling