-13.3%
PPG vs EPAM
-56.4%
+43.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -7.8% | +18.4% | -26.1% | -10.3% |
| 3M | -2.2% | +19.2% | -21.4% | -5.7% |
| 6M | +4.1% | -21.0% | +25.1% | +7.8% |
| YTD | +9.1% | -43.7% | +52.8% | +19.3% |
| 1Y | +1.0% | -29.9% | +30.8% | +4.8% |
| 3Y | -13.3% | -56.5% | +43.3% | -6.0% |
| All | -13.3% | -56.4% | +43.1% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling