+179.9%
PAAS vs EPAM
+751.2%
-571.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | -2.9% | +2.0% | -4.8% | -3.1% |
| 30D | +6.8% | +6.5% | +0.3% | +5.8% |
| 3M | -2.9% | +19.9% | -22.8% | -5.4% |
| 6M | -16.4% | -16.9% | +0.5% | -15.2% |
| YTD | 0.0% | -42.9% | +42.9% | +5.7% |
| 1Y | +54.3% | -30.4% | +84.7% | +58.8% |
| 3Y | +230.7% | -54.7% | +285.4% | +251.3% |
| 5Y | +111.6% | -81.8% | +193.4% | +141.5% |
| 10Y | +211.7% | +65.5% | +146.3% | +186.9% |
| All | +179.9% | +751.2% | -571.3% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling