+160.2%
PEG vs EPAM
+163.7%
-3.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.5% |
| 7D | +0.9% | +9.1% | -8.2% | 0.0% |
| 30D | +3.8% | +38.5% | -34.7% | +0.9% |
| 3M | +0.1% | +61.0% | -60.9% | -4.1% |
| 6M | -1.0% | +58.0% | -59.0% | -5.4% |
| YTD | -4.1% | -23.5% | +19.3% | -2.9% |
| 1Y | -6.9% | -10.5% | +3.7% | -7.1% |
| 3Y | +35.6% | -33.8% | +69.5% | +36.7% |
| 5Y | +42.8% | -78.1% | +120.9% | +60.8% |
| 10Y | +160.2% | +157.7% | +2.5% | +96.4% |
| All | +160.2% | +163.7% | -3.5% | +96.4% |
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