+58.0%
PPG vs EPAM
+165.6%
-107.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.2% | +18.5% | -19.8% | -5.3% |
| 30D | +21.2% | +44.0% | -22.8% | +11.4% |
| 3M | +8.2% | +63.0% | -54.8% | -3.4% |
| 6M | +17.2% | +67.3% | -50.1% | +2.7% |
| YTD | +25.0% | -20.5% | +45.5% | +27.5% |
| 1Y | +33.5% | -9.6% | +43.1% | +32.1% |
| 3Y | +4.2% | -30.8% | +35.0% | +5.3% |
| 5Y | -12.7% | -75.6% | +63.0% | +4.4% |
| 10Y | +58.0% | +159.6% | -101.6% | -5.1% |
| All | +58.0% | +165.6% | -107.7% | -5.1% |
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