+109.5%
PENG vs EPAM
-32.1%
+141.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +5.9% |
| 7D | +4.5% | +2.0% | +2.6% | +5.1% |
| 30D | -7.1% | +6.5% | -13.6% | -5.2% |
| 3M | -27.3% | +19.9% | -47.2% | -19.8% |
| 6M | +169.6% | -16.9% | +186.5% | +221.0% |
| YTD | +164.6% | -42.9% | +207.5% | +253.3% |
| 1Y | +109.5% | -30.4% | +139.8% | +168.4% |
| All | +109.5% | -32.1% | +141.6% | +168.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling