+201.5%
PDD vs EPAM
+18.2%
+183.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.5% |
| 7D | -1.4% | +9.1% | -10.5% | -5.1% |
| 30D | -1.0% | +38.5% | -39.5% | -12.8% |
| 3M | -12.3% | +61.0% | -73.2% | -27.4% |
| 6M | -18.5% | +58.0% | -76.5% | -33.6% |
| YTD | -29.0% | -23.5% | -5.5% | -25.6% |
| 1Y | -40.7% | -10.5% | -30.2% | -41.7% |
| 3Y | -25.7% | -33.8% | +8.1% | -24.0% |
| 5Y | -3.3% | -78.1% | +74.8% | +37.4% |
| All | +201.5% | +18.2% | +183.3% | +63.1% |
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 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