+179.6%
PAAS vs EPAM
-31.1%
+210.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +20.6% | -22.8% | -3.6% |
| 7D | -0.4% | +23.0% | -23.4% | -2.1% |
| 30D | -11.6% | +51.6% | -63.2% | -14.8% |
| 3M | -15.6% | +50.8% | -66.4% | -18.8% |
| 6M | -19.1% | +51.1% | -70.3% | -22.3% |
| YTD | -20.9% | -19.1% | -1.8% | -19.2% |
| 1Y | +21.3% | +3.0% | +18.3% | +21.0% |
| All | +179.6% | -31.1% | +210.6% | +172.1% |
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