+248.2%
PAAS vs EPAM
-54.6%
+302.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.2% |
| 7D | -2.9% | +2.0% | -4.8% | -3.1% |
| 30D | +6.8% | +6.5% | +0.3% | +5.9% |
| 3M | -2.9% | +19.9% | -22.8% | -4.9% |
| 6M | -16.4% | -16.9% | +0.5% | -15.0% |
| YTD | 0.0% | -42.9% | +42.9% | +5.9% |
| 1Y | +54.3% | -30.4% | +84.7% | +59.9% |
| All | +248.2% | -54.6% | +302.8% | +276.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling