+695.9%
PH vs EPAM
+157.4%
+538.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.3% | +2.4% | +1.9% | +3.8% |
| 30D | +0.1% | +42.3% | -42.2% | -8.3% |
| 3M | -9.4% | +60.7% | -70.0% | -19.7% |
| 6M | +8.8% | +80.5% | -71.7% | -8.3% |
| YTD | +9.6% | -20.4% | +30.0% | +11.9% |
| 1Y | +14.4% | -9.6% | +24.0% | +12.8% |
| 3Y | +134.5% | -30.5% | +165.0% | +137.1% |
| 5Y | +204.4% | -75.7% | +280.1% | +289.6% |
| All | +695.9% | +157.4% | +538.5% | +318.7% |
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