+124.7%
PENG vs EPAM
-15.2%
+139.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.6% | -8.5% | -9.3% |
| 7D | -20.5% | +0.8% | -21.3% | -20.0% |
| 30D | -20.4% | +24.9% | -45.3% | -13.9% |
| 3M | -16.4% | +22.6% | -39.0% | -9.3% |
| 6M | +49.2% | +24.2% | +25.0% | +82.0% |
| YTD | +147.2% | -33.0% | +180.1% | +271.3% |
| 1Y | +124.7% | -13.3% | +138.0% | +187.9% |
| All | +124.7% | -15.2% | +139.9% | +187.9% |
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 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