+135.0%
PBR vs EPAM
+751.2%
-616.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | +8.6% | +2.0% | +6.6% | +8.2% |
| 30D | +12.8% | +6.5% | +6.3% | +11.0% |
| 3M | +14.7% | +19.9% | -5.3% | +9.7% |
| 6M | +25.2% | -16.9% | +42.1% | +27.8% |
| YTD | +77.1% | -42.9% | +120.0% | +92.4% |
| 1Y | +69.6% | -30.4% | +99.9% | +76.3% |
| 3Y | +95.6% | -54.7% | +150.3% | +114.0% |
| 5Y | +501.8% | -81.8% | +583.6% | +636.9% |
| 10Y | +640.6% | +65.5% | +575.1% | +385.7% |
| All | +135.0% | +751.2% | -616.2% | +9.4% |
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 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