+211.0%
PDD vs EPAM
+20.0%
+190.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.3% |
| 7D | +5.6% | +13.4% | -7.8% | +0.3% |
| 30D | +5.8% | +47.1% | -41.3% | -8.9% |
| 3M | -8.6% | +71.2% | -79.8% | -26.0% |
| 6M | -18.8% | +48.9% | -67.8% | -32.3% |
| YTD | -26.8% | -22.2% | -4.5% | -23.7% |
| 1Y | -39.3% | -5.2% | -34.1% | -41.6% |
| 3Y | -22.5% | -34.9% | +12.5% | -20.0% |
| 5Y | -0.8% | -77.4% | +76.6% | +39.1% |
| All | +211.0% | +20.0% | +190.9% | +67.2% |
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