+737.3%
PH vs EPAM
+163.7%
+573.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.6% |
| 7D | +3.0% | +9.1% | -6.0% | +0.4% |
| 30D | -0.6% | +38.5% | -39.1% | -8.5% |
| 3M | -10.7% | +61.0% | -71.7% | -21.0% |
| 6M | +9.1% | +58.0% | -49.0% | -5.1% |
| YTD | +9.5% | -23.5% | +33.0% | +12.8% |
| 1Y | +14.0% | -10.5% | +24.6% | +12.4% |
| 3Y | +138.9% | -33.8% | +172.7% | +144.3% |
| 5Y | +209.1% | -78.1% | +287.3% | +311.2% |
| 10Y | +737.3% | +157.7% | +579.6% | +339.1% |
| All | +737.3% | +163.7% | +573.6% | +339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling