+151.8%
PEG vs EPAM
+167.9%
-16.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | -2.3% | +13.4% | -15.6% | -3.4% |
| 30D | +1.2% | +47.1% | -45.9% | -2.1% |
| 3M | -2.4% | +71.2% | -73.5% | -6.9% |
| 6M | -6.9% | +48.9% | -55.8% | -10.5% |
| YTD | -7.2% | -22.2% | +15.0% | -6.1% |
| 1Y | -8.9% | -5.2% | -3.7% | -9.6% |
| 3Y | +27.1% | -34.9% | +62.1% | +28.4% |
| 5Y | +33.8% | -77.4% | +111.2% | +50.0% |
| All | +151.8% | +167.9% | -16.1% | +89.8% |
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 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