+73.6%
PAAS vs EPAM
-78.1%
+151.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +8.8% | +9.1% | -0.2% | +7.6% |
| 30D | -8.5% | +38.5% | -46.9% | -11.9% |
| 3M | -17.0% | +61.0% | -78.0% | -21.5% |
| 6M | -27.9% | +58.0% | -85.9% | -32.1% |
| YTD | -17.5% | -23.5% | +6.0% | -16.0% |
| 1Y | +22.8% | -10.5% | +33.4% | +22.9% |
| 3Y | +224.2% | -33.8% | +258.1% | +227.9% |
| 5Y | +73.6% | -78.1% | +151.8% | +96.1% |
| All | +73.6% | -78.1% | +151.7% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling