+195.8%
PDD vs EPAM
+22.9%
+172.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | -3.0% | +42.3% | -45.4% | -15.5% |
| 3M | -6.2% | +60.7% | -66.8% | -22.2% |
| 6M | -20.7% | +80.5% | -101.2% | -38.4% |
| YTD | -30.4% | -20.4% | -10.0% | -28.1% |
| 1Y | -41.3% | -9.6% | -31.7% | -42.4% |
| 3Y | -27.7% | -30.5% | +2.8% | -27.4% |
| 5Y | -16.9% | -75.7% | +58.8% | +13.1% |
| All | +195.8% | +22.9% | +172.8% | +57.6% |
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