+471.6%
PBR vs EPAM
+163.7%
+307.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -13.3% | +9.1% | -22.3% | -15.0% |
| 30D | -27.5% | +38.5% | -66.0% | -32.0% |
| 3M | +5.2% | +61.0% | -55.8% | -4.2% |
| 6M | -6.4% | +58.0% | -64.4% | -15.4% |
| YTD | +61.6% | -23.5% | +85.0% | +65.4% |
| 1Y | +48.9% | -10.5% | +59.4% | +47.5% |
| 3Y | +70.0% | -33.8% | +103.9% | +72.4% |
| 5Y | +469.0% | -78.1% | +547.1% | +638.0% |
| 10Y | +471.6% | +157.7% | +313.9% | +234.4% |
| All | +471.6% | +163.7% | +307.9% | +234.4% |
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