+207.7%
PDD vs EPAM
+3.5%
+204.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +6.0% | +0.8% | +5.2% | +5.7% |
| 30D | +5.5% | +24.9% | -19.5% | -3.0% |
| 3M | -9.8% | +22.6% | -32.3% | -17.5% |
| 6M | -16.0% | +24.2% | -40.2% | -24.7% |
| YTD | -27.6% | -33.0% | +5.4% | -19.9% |
| 1Y | -38.6% | -13.3% | -25.3% | -38.8% |
| 3Y | -22.8% | -42.9% | +20.1% | -16.1% |
| 5Y | -5.2% | -80.8% | +75.6% | +42.2% |
| All | +207.7% | +3.5% | +204.2% | +75.7% |
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 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