+0.5%
PPG vs EPAM
-30.2%
+30.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -3.7% | -2.2% | -1.6% | -3.6% |
| 30D | -7.2% | +17.8% | -25.0% | -8.3% |
| 3M | -7.3% | +19.9% | -27.2% | -8.9% |
| 6M | +0.3% | -21.6% | +21.8% | +1.6% |
| YTD | +6.5% | -44.0% | +50.6% | +9.7% |
| 1Y | +0.5% | -30.5% | +31.0% | -2.3% |
| All | +0.5% | -30.2% | +30.7% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling