+250.0%
PPG vs EPAM
+1,091.5%
-841.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -0.2% | -1.1% | +1.0% | 0.0% |
| 30D | +17.7% | +41.8% | -24.1% | +9.0% |
| 3M | +7.4% | +63.4% | -56.0% | -3.7% |
| 6M | +16.4% | +72.2% | -55.8% | +2.0% |
| YTD | +22.4% | -20.0% | +42.4% | +24.3% |
| 1Y | +28.6% | -9.0% | +37.6% | +26.9% |
| 3Y | +2.0% | -30.4% | +32.4% | +2.9% |
| 5Y | -15.6% | -75.6% | +60.0% | -2.0% |
| 10Y | +54.6% | +161.2% | -106.5% | +5.8% |
| All | +250.0% | +1,091.5% | -841.5% | +93.6% |
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