+713.9%
PH vs EPAM
+168.6%
+545.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.1% |
| 7D | +2.1% | +18.8% | -16.7% | -2.3% |
| 30D | +0.3% | +44.9% | -44.7% | -8.6% |
| 3M | -8.8% | +68.6% | -77.4% | -20.1% |
| 6M | +10.0% | +65.4% | -55.4% | -5.2% |
| YTD | +10.5% | -19.9% | +30.4% | +12.7% |
| 1Y | +15.5% | -10.0% | +25.5% | +14.0% |
| 3Y | +136.4% | -30.3% | +166.6% | +138.8% |
| 5Y | +213.6% | -75.7% | +289.3% | +301.7% |
| 10Y | +713.9% | +167.2% | +546.7% | +325.5% |
| All | +713.9% | +168.6% | +545.3% | +325.5% |
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