-13.3%
EPAM vs PSLV
+7.9%
-21.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.6% | -0.9% |
| 7D | +0.8% | -2.6% | +3.5% | +1.0% |
| 30D | +24.9% | -14.2% | +39.1% | +25.9% |
| 3M | +22.6% | -12.2% | +34.8% | +23.4% |
| 6M | +24.2% | -28.1% | +52.3% | +25.8% |
| YTD | -33.0% | -28.2% | -4.8% | -33.8% |
| 1Y | -13.3% | +9.1% | -22.4% | -20.1% |
| All | -13.3% | +7.9% | -21.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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