+67.6%
EPAM vs PSLV
+189.7%
-122.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.7% |
| 7D | -4.5% | -4.9% | +0.4% | -3.7% |
| 30D | +14.6% | -1.9% | +16.5% | +14.9% |
| 3M | +23.1% | +4.2% | +18.9% | +21.9% |
| 6M | -19.5% | -27.6% | +8.1% | -15.9% |
| YTD | -44.1% | -11.7% | -32.4% | -45.5% |
| 1Y | -25.2% | +49.3% | -74.5% | -35.7% |
| 3Y | -56.8% | +167.1% | -224.0% | -68.5% |
| 5Y | -81.7% | +151.7% | -233.4% | -86.7% |
| All | +67.6% | +189.7% | -122.1% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling