+698.2%
PHM vs EPAM
+170.1%
+528.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.1% |
| 7D | +6.2% | +13.4% | -7.2% | +2.6% |
| 30D | +17.9% | +47.1% | -29.1% | +7.1% |
| 3M | +2.5% | +71.2% | -68.7% | -10.4% |
| 6M | +10.8% | +48.9% | -38.1% | -1.2% |
| YTD | +13.7% | -22.2% | +36.0% | +16.8% |
| 1Y | +12.4% | -5.2% | +17.5% | +9.6% |
| 3Y | +65.6% | -34.9% | +100.6% | +70.4% |
| 5Y | +175.3% | -77.4% | +252.8% | +259.0% |
| All | +698.2% | +170.1% | +528.1% | +356.2% |
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 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