+220.0%
PPG vs EPAM
+751.2%
-531.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.1% |
| 7D | -1.5% | +2.0% | -3.4% | -1.9% |
| 30D | -5.0% | +6.5% | -11.5% | -6.5% |
| 3M | +1.1% | +19.9% | -18.8% | -3.5% |
| 6M | -3.2% | -16.9% | +13.8% | -0.9% |
| YTD | +11.9% | -42.9% | +54.7% | +22.7% |
| 1Y | +5.3% | -30.4% | +35.7% | +10.3% |
| 3Y | -15.0% | -54.7% | +39.7% | -5.6% |
| 5Y | -19.6% | -81.8% | +62.2% | -0.4% |
| 10Y | +27.0% | +65.5% | -38.4% | -4.2% |
| All | +220.0% | +751.2% | -531.2% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling