+54.5%
PPG vs EPAM
+157.4%
-102.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +17.6% | +42.3% | -24.8% | +8.3% |
| 3M | +7.5% | +60.7% | -53.2% | -3.8% |
| 6M | +17.6% | +80.5% | -62.9% | +1.3% |
| YTD | +22.6% | -20.4% | +42.9% | +25.0% |
| 1Y | +28.0% | -9.6% | +37.6% | +26.6% |
| 3Y | +1.8% | -30.5% | +32.3% | +2.8% |
| 5Y | -15.5% | -75.7% | +60.2% | +1.2% |
| All | +54.5% | +157.4% | -102.9% | -7.9% |
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