+1,286.2%
PH vs EPAM
+751.2%
+535.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -3.1% | +2.0% | -5.0% | -3.5% |
| 30D | -3.2% | +6.5% | -9.8% | -5.3% |
| 3M | +10.6% | +19.9% | -9.3% | +4.6% |
| 6M | -2.1% | -16.9% | +14.8% | -0.1% |
| YTD | +10.2% | -42.9% | +53.1% | +21.1% |
| 1Y | +28.2% | -30.4% | +58.6% | +34.0% |
| 3Y | +134.9% | -54.7% | +189.6% | +162.3% |
| 5Y | +253.6% | -81.8% | +335.4% | +349.6% |
| 10Y | +804.7% | +65.5% | +739.3% | +554.6% |
| All | +1,286.2% | +751.2% | +535.0% | +714.9% |
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