+43.6%
PENG vs EPAM
-77.4%
+121.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.9% | +16.2% | +13.0% |
| 7D | -19.4% | +13.4% | -32.8% | -22.1% |
| 30D | -42.4% | +47.1% | -89.5% | -47.3% |
| 3M | -25.6% | +71.2% | -96.8% | -34.7% |
| 6M | +7.3% | +48.9% | -41.6% | -5.5% |
| YTD | +113.9% | -22.2% | +136.1% | +126.0% |
| 1Y | +93.6% | -5.2% | +98.7% | +92.8% |
| 3Y | +170.2% | -34.9% | +205.2% | +188.2% |
| All | +43.6% | -77.4% | +121.1% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling