+1,185.0%
PH vs EPAM
+1,105.1%
+79.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -6.2% |
| 7D | -3.9% | +23.0% | -26.9% | -8.4% |
| 30D | -9.4% | +51.6% | -61.0% | -17.6% |
| 3M | -10.3% | +50.8% | -61.1% | -19.1% |
| 6M | +2.7% | +51.1% | -48.4% | -8.5% |
| YTD | +2.1% | -19.1% | +21.3% | +3.5% |
| 1Y | +16.2% | +3.0% | +13.2% | +11.0% |
| 3Y | +129.3% | -31.2% | +160.4% | +132.0% |
| 5Y | +191.7% | -76.5% | +268.2% | +251.7% |
| 10Y | +759.2% | +168.4% | +590.8% | +460.8% |
| All | +1,185.0% | +1,105.1% | +79.9% | +595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling