+93.6%
PENG vs EPAM
-4.9%
+98.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.9% | +16.2% | +10.5% |
| 7D | -19.4% | +13.4% | -32.8% | -11.4% |
| 30D | -42.4% | +47.1% | -89.5% | -30.8% |
| 3M | -25.6% | +71.2% | -96.8% | -6.7% |
| 6M | +7.3% | +48.9% | -41.6% | +43.8% |
| YTD | +113.9% | -22.2% | +136.1% | +258.7% |
| 1Y | +93.6% | -5.2% | +98.7% | +170.2% |
| All | +93.6% | -4.9% | +98.5% | +170.2% |
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