+158.8%
PGR vs EPAM
-81.2%
+240.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | -0.6% | +0.7% | -1.4% | -0.6% |
| 30D | +4.9% | +17.6% | -12.6% | +4.4% |
| 3M | +7.6% | +27.1% | -19.5% | +6.6% |
| 6M | +8.3% | -17.0% | +25.2% | +8.3% |
| YTD | +1.7% | -42.4% | +44.2% | +2.6% |
| 1Y | -6.8% | -25.3% | +18.5% | -6.7% |
| 3Y | +73.4% | -55.7% | +129.2% | +74.6% |
| All | +158.8% | -81.2% | +240.0% | +157.8% |
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 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