+545.9%
PHM vs EPAM
+65.2%
+480.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -9.7% | +18.4% | -28.0% | -13.2% |
| 3M | +2.2% | +19.2% | -17.0% | -3.0% |
| 6M | -5.7% | -21.0% | +15.3% | -1.6% |
| YTD | +2.8% | -43.7% | +46.6% | +14.9% |
| 1Y | -14.4% | -29.9% | +15.5% | -10.0% |
| 3Y | +52.2% | -56.5% | +108.8% | +73.9% |
| 5Y | +154.3% | -81.7% | +235.9% | +242.3% |
| 10Y | +545.9% | +64.5% | +481.3% | +312.5% |
| All | +545.9% | +65.2% | +480.6% | +312.5% |
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