+209.1%
PH vs EPAM
-78.1%
+287.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +3.0% | +9.1% | -6.0% | +1.6% |
| 30D | -0.6% | +38.5% | -39.1% | -5.3% |
| 3M | -10.7% | +61.0% | -71.7% | -16.9% |
| 6M | +9.1% | +58.0% | -49.0% | +0.5% |
| YTD | +9.5% | -23.5% | +33.0% | +12.9% |
| 1Y | +14.0% | -10.5% | +24.6% | +14.2% |
| 3Y | +138.9% | -33.8% | +172.7% | +144.2% |
| 5Y | +209.1% | -78.1% | +287.3% | +245.4% |
| All | +209.1% | -78.1% | +287.2% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling