+107.8%
PENG vs EPAM
-81.9%
+189.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +6.9% |
| 7D | +4.5% | +2.0% | +2.6% | +4.1% |
| 30D | -7.1% | +6.5% | -13.6% | -9.0% |
| 3M | -27.3% | +19.9% | -47.2% | -31.9% |
| 6M | +169.6% | -16.9% | +186.5% | +177.6% |
| YTD | +164.6% | -42.9% | +207.5% | +202.6% |
| 1Y | +109.5% | -30.4% | +139.8% | +124.5% |
| 3Y | +98.9% | -54.7% | +153.7% | +132.9% |
| All | +107.8% | -81.9% | +189.7% | +185.9% |
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 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