-81.7%
EPAM vs PSLV
+161.1%
-242.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.8% |
| 7D | -2.2% | +3.3% | -5.5% | -2.5% |
| 30D | +17.8% | +2.1% | +15.6% | +17.4% |
| 3M | +19.9% | +7.1% | +12.8% | +18.8% |
| 6M | -21.6% | -21.6% | 0.0% | -19.8% |
| YTD | -44.0% | -6.7% | -37.3% | -45.8% |
| 1Y | -30.5% | +59.3% | -89.8% | -39.9% |
| 3Y | -56.8% | +182.1% | -238.9% | -68.1% |
| 5Y | -81.7% | +162.6% | -244.3% | -87.8% |
| All | -81.7% | +161.1% | -242.8% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling