+305.8%
PEG vs EPAM
+751.2%
-445.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | 0.0% |
| 7D | +0.7% | +2.0% | -1.3% | +0.5% |
| 30D | -2.4% | +6.5% | -9.0% | -3.1% |
| 3M | -4.8% | +19.9% | -24.7% | -6.5% |
| 6M | -10.7% | -16.9% | +6.2% | -9.9% |
| YTD | -6.7% | -42.9% | +36.2% | -3.3% |
| 1Y | -6.8% | -30.4% | +23.5% | -5.3% |
| 3Y | +34.5% | -54.7% | +89.2% | +39.7% |
| 5Y | +35.8% | -81.8% | +117.6% | +48.5% |
| 10Y | +141.7% | +65.5% | +76.3% | +111.7% |
| All | +305.8% | +751.2% | -445.4% | +228.6% |
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