+453.5%
PENG vs EPAM
+100.0%
+353.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +20.6% | -43.7% | -29.1% |
| 7D | -36.7% | +23.0% | -59.7% | -42.3% |
| 30D | -42.0% | +51.6% | -93.6% | -51.1% |
| 3M | -33.2% | +50.8% | -84.0% | -44.6% |
| 6M | +2.1% | +51.1% | -49.0% | -19.0% |
| YTD | +90.3% | -19.1% | +109.4% | +92.0% |
| 1Y | +67.7% | +3.0% | +64.7% | +52.5% |
| 3Y | +154.2% | -31.2% | +185.4% | +157.0% |
| 5Y | +28.3% | -76.5% | +104.8% | +95.9% |
| All | +453.5% | +100.0% | +353.5% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling