+188.9%
PAAS vs EPAM
+170.1%
+18.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.3% | +2.0% |
| 7D | +8.4% | +13.4% | -5.0% | +6.3% |
| 30D | -7.2% | +47.1% | -54.2% | -12.3% |
| 3M | -14.0% | +71.2% | -85.2% | -20.5% |
| 6M | -26.8% | +48.9% | -75.7% | -31.6% |
| YTD | -19.8% | -22.2% | +2.5% | -18.4% |
| 1Y | +22.8% | -5.2% | +28.0% | +21.5% |
| 3Y | +183.6% | -34.9% | +218.6% | +188.2% |
| 5Y | +73.8% | -77.4% | +151.2% | +102.7% |
| All | +188.9% | +170.1% | +18.8% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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