+207.9%
PDD vs EPAM
-11.8%
+219.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.6% |
| 7D | -4.1% | +2.0% | -6.0% | -4.8% |
| 30D | -9.6% | +6.5% | -16.1% | -12.5% |
| 3M | -4.3% | +19.9% | -24.2% | -12.1% |
| 6M | -18.8% | -16.9% | -1.8% | -15.3% |
| YTD | -27.5% | -42.9% | +15.4% | -14.5% |
| 1Y | -33.6% | -30.4% | -3.3% | -28.1% |
| 3Y | -20.4% | -54.7% | +34.3% | -5.1% |
| 5Y | -19.6% | -81.8% | +62.2% | +21.2% |
| All | +207.9% | -11.8% | +219.7% | +87.5% |
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