-13.7%
PPG vs EPAM
-76.7%
+63.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.9% |
| 7D | +3.2% | +18.8% | -15.6% | -0.4% |
| 30D | +20.4% | +44.9% | -24.6% | +12.0% |
| 3M | +8.4% | +68.6% | -60.2% | -2.2% |
| 6M | +15.6% | +65.4% | -49.8% | +3.7% |
| YTD | +24.4% | -19.9% | +44.3% | +26.8% |
| 1Y | +32.9% | -10.0% | +42.9% | +32.1% |
| 3Y | +3.7% | -30.3% | +34.0% | +4.6% |
| 5Y | -13.7% | -75.7% | +62.0% | -7.5% |
| All | -13.7% | -76.7% | +63.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling