+736.0%
EPAM vs PSLV
+46.2%
+689.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | +2.0% | -0.6% | +2.6% | +2.0% |
| 30D | +6.5% | +7.3% | -0.7% | +5.6% |
| 3M | +19.9% | -7.4% | +27.4% | +20.7% |
| 6M | -16.9% | -20.3% | +3.3% | -15.3% |
| YTD | -42.9% | -8.2% | -34.6% | -43.8% |
| 1Y | -30.4% | +57.9% | -88.3% | -37.0% |
| 3Y | -54.7% | +162.1% | -216.8% | -62.4% |
| 5Y | -81.8% | +151.2% | -233.0% | -85.0% |
| 10Y | +65.5% | +191.7% | -126.2% | +28.6% |
| All | +736.0% | +46.2% | +689.8% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling