+744.0%
PHM vs EPAM
+163.7%
+580.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +2.9% |
| 7D | +3.5% | +9.1% | -5.6% | +0.9% |
| 30D | +21.2% | +38.5% | -17.3% | +11.6% |
| 3M | +2.5% | +61.0% | -58.5% | -9.2% |
| 6M | +16.1% | +58.0% | -41.9% | +2.0% |
| YTD | +16.6% | -23.5% | +40.1% | +20.2% |
| 1Y | +14.4% | -10.5% | +25.0% | +13.3% |
| 3Y | +71.9% | -33.8% | +105.7% | +75.9% |
| 5Y | +174.3% | -78.1% | +252.5% | +261.5% |
| 10Y | +744.0% | +157.7% | +586.3% | +384.3% |
| All | +744.0% | +163.7% | +580.3% | +384.3% |
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