-56.5%
EPAM vs PSLV
+175.1%
-231.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | -0.9% | +2.7% | -3.6% | -1.1% |
| 30D | +18.4% | +3.5% | +14.9% | +18.0% |
| 3M | +19.2% | +0.3% | +18.9% | +19.2% |
| 6M | -21.0% | -21.0% | +0.1% | -19.9% |
| YTD | -43.7% | -8.9% | -34.8% | -44.7% |
| 1Y | -29.9% | +54.0% | -83.8% | -35.9% |
| 3Y | -56.5% | +175.4% | -232.0% | -65.5% |
| All | -56.5% | +175.1% | -231.6% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling