+303.4%
PEG vs EPAM
+1,058.6%
-755.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | -2.3% | +13.4% | -15.6% | -3.3% |
| 30D | +1.2% | +47.1% | -45.9% | -1.9% |
| 3M | -2.4% | +71.2% | -73.5% | -6.5% |
| 6M | -6.9% | +48.9% | -55.8% | -10.3% |
| YTD | -7.2% | -22.2% | +15.0% | -6.3% |
| 1Y | -8.9% | -5.2% | -3.7% | -9.6% |
| 3Y | +27.1% | -34.9% | +62.1% | +28.2% |
| 5Y | +33.8% | -77.4% | +111.2% | +44.3% |
| 10Y | +150.2% | +158.1% | -7.9% | +111.9% |
| All | +303.4% | +1,058.6% | -755.2% | +218.5% |
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 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