+214.4%
PDD vs EPAM
+24.9%
+189.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +20.6% | -18.4% | -5.1% |
| 7D | +5.9% | +23.0% | -17.1% | -2.4% |
| 30D | +7.1% | +51.6% | -44.5% | -8.7% |
| 3M | -7.7% | +50.8% | -58.5% | -22.2% |
| 6M | -13.2% | +51.1% | -64.4% | -28.0% |
| YTD | -26.0% | -19.1% | -6.8% | -23.9% |
| 1Y | -38.4% | +3.0% | -41.4% | -42.6% |
| 3Y | -21.1% | -31.2% | +10.0% | -20.3% |
| 5Y | +0.3% | -76.5% | +76.8% | +38.7% |
| All | +214.4% | +24.9% | +189.6% | +66.8% |
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