+696.1%
PH vs EPAM
+158.4%
+537.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | +7.4% | -1.1% | +8.5% | +7.5% |
| 30D | +0.5% | +41.8% | -41.4% | -7.9% |
| 3M | -10.2% | +63.4% | -73.6% | -20.8% |
| 6M | +8.9% | +72.2% | -63.3% | -7.1% |
| YTD | +9.7% | -20.0% | +29.7% | +11.9% |
| 1Y | +12.8% | -9.0% | +21.9% | +11.0% |
| 3Y | +134.6% | -30.4% | +165.0% | +137.1% |
| 5Y | +204.5% | -75.6% | +280.1% | +289.4% |
| All | +696.1% | +158.4% | +537.7% | +318.5% |
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