+77.6%
PBR vs EPAM
-32.1%
+109.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | +2.5% | -0.9% | +3.3% | +2.5% |
| 30D | +19.4% | +18.4% | +1.0% | +19.8% |
| 3M | +20.8% | +19.2% | +1.6% | +21.6% |
| 6M | +23.5% | -21.0% | +44.4% | +22.4% |
| YTD | +83.4% | -43.7% | +127.1% | +81.6% |
| 1Y | +77.6% | -29.9% | +107.4% | +68.7% |
| All | +77.6% | -32.1% | +109.7% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling