-22.5%
PDD vs EPAM
-33.7%
+11.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.5% |
| 7D | +5.6% | +13.4% | -7.8% | +3.5% |
| 30D | +5.8% | +47.1% | -41.3% | -0.3% |
| 3M | -8.6% | +71.2% | -79.8% | -16.1% |
| 6M | -18.8% | +48.9% | -67.8% | -24.6% |
| YTD | -26.8% | -22.2% | -4.5% | -25.0% |
| 1Y | -39.3% | -5.2% | -34.1% | -40.0% |
| 3Y | -22.5% | -34.9% | +12.5% | -21.7% |
| All | -22.5% | -33.7% | +11.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling