+1,514.9%
PGR vs EPAM
+751.2%
+763.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.9% |
| 7D | +0.1% | +2.0% | -1.8% | -0.1% |
| 30D | +2.9% | +6.5% | -3.6% | +2.0% |
| 3M | +12.1% | +19.9% | -7.8% | +9.4% |
| 6M | +3.7% | -16.9% | +20.6% | +5.0% |
| YTD | +2.4% | -42.9% | +45.2% | +7.4% |
| 1Y | -6.4% | -30.4% | +24.0% | -4.1% |
| 3Y | +76.8% | -54.7% | +131.5% | +85.9% |
| 5Y | +154.3% | -81.8% | +236.1% | +187.2% |
| 10Y | +790.1% | +65.5% | +724.6% | +588.3% |
| All | +1,514.9% | +751.2% | +763.7% | +991.8% |
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 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