+147.6%
PHM vs EPAM
-81.9%
+229.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -3.2% | +2.0% | -5.1% | -3.5% |
| 30D | -6.4% | +6.5% | -13.0% | -7.6% |
| 3M | +5.5% | +19.9% | -14.4% | +1.7% |
| 6M | -5.4% | -16.9% | +11.5% | -3.4% |
| YTD | +6.6% | -42.9% | +49.5% | +15.0% |
| 1Y | -8.8% | -30.4% | +21.5% | -5.4% |
| 3Y | +54.1% | -54.7% | +108.8% | +67.7% |
| All | +147.6% | -81.9% | +229.5% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling