+163.7%
PEG vs EPAM
+158.4%
+5.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.3% | -1.1% | +3.5% | +2.4% |
| 30D | +6.1% | +41.8% | -35.7% | +3.0% |
| 3M | -0.5% | +63.4% | -63.9% | -4.7% |
| 6M | -3.2% | +72.2% | -75.4% | -8.1% |
| YTD | -4.4% | -20.0% | +15.6% | -3.5% |
| 1Y | -7.4% | -9.0% | +1.7% | -7.7% |
| 3Y | +33.9% | -30.4% | +64.3% | +34.4% |
| 5Y | +42.3% | -75.6% | +117.9% | +57.8% |
| All | +163.7% | +158.4% | +5.2% | +94.5% |
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 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