+81.9%
PEP vs EPAM
+180.9%
-99.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.4% | -2.0% |
| 7D | +6.7% | +23.0% | -16.3% | +4.1% |
| 30D | +13.5% | +51.6% | -38.1% | +8.4% |
| 3M | +3.9% | +50.8% | -46.9% | -1.0% |
| 6M | -6.0% | +51.1% | -57.1% | -10.9% |
| YTD | +2.5% | -19.1% | +21.6% | +3.1% |
| 1Y | +3.9% | +3.0% | +1.0% | +1.6% |
| 3Y | -4.7% | -31.2% | +26.5% | -4.7% |
| 5Y | +1.1% | -76.5% | +77.6% | +15.4% |
| All | +81.9% | +180.9% | -99.1% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling