+41.7%
PEG vs EPAM
-75.7%
+117.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +4.5% | +2.4% | +2.1% | +4.4% |
| 30D | +7.5% | +42.3% | -34.8% | +6.0% |
| 3M | +0.8% | +60.7% | -59.8% | -1.1% |
| 6M | 0.0% | +80.5% | -80.5% | -2.6% |
| YTD | -3.0% | -20.4% | +17.3% | -2.3% |
| 1Y | -4.7% | -9.6% | +4.9% | -4.7% |
| 3Y | +36.5% | -30.5% | +67.0% | +36.9% |
| All | +41.7% | -75.7% | +117.4% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling