+10.8%
PHM vs EPAM
+46.1%
-35.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.5% |
| 7D | +6.2% | +13.4% | -7.2% | +4.7% |
| 30D | +17.9% | +47.1% | -29.1% | +12.2% |
| 3M | +2.5% | +71.2% | -68.7% | -4.1% |
| 6M | +10.8% | +48.9% | -38.1% | +6.4% |
| All | +10.8% | +46.1% | -35.3% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling