+1,221.7%
PH vs EPAM
+1,058.6%
+163.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.7% | +3.6% |
| 7D | +2.0% | +13.4% | -11.4% | -1.2% |
| 30D | -3.7% | +47.1% | -50.7% | -11.9% |
| 3M | -14.0% | +71.2% | -85.2% | -24.2% |
| 6M | +2.1% | +48.9% | -46.8% | -8.9% |
| YTD | +5.1% | -22.2% | +27.3% | +7.2% |
| 1Y | +10.9% | -5.2% | +16.1% | +7.8% |
| 3Y | +132.9% | -34.9% | +167.9% | +138.5% |
| 5Y | +200.1% | -77.4% | +277.5% | +264.5% |
| 10Y | +783.8% | +158.1% | +625.7% | +481.3% |
| All | +1,221.7% | +1,058.6% | +163.1% | +621.2% |
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