+116.4%
PBR vs EPAM
+1,058.6%
-942.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -0.8% |
| 7D | -16.0% | +13.4% | -29.3% | -18.3% |
| 30D | -22.8% | +47.1% | -69.8% | -28.5% |
| 3M | +3.0% | +71.2% | -68.2% | -7.5% |
| 6M | -8.1% | +48.9% | -57.0% | -16.2% |
| YTD | +63.1% | -22.2% | +85.4% | +66.1% |
| 1Y | +59.3% | -5.2% | +64.4% | +55.7% |
| 3Y | +66.1% | -34.9% | +101.1% | +68.8% |
| 5Y | +495.8% | -77.4% | +573.2% | +609.7% |
| 10Y | +514.7% | +158.1% | +356.6% | +268.1% |
| All | +116.4% | +1,058.6% | -942.2% | -5.5% |
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