+80.1%
PEP vs EPAM
+170.1%
-90.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | +2.9% | +13.4% | -10.5% | +1.3% |
| 30D | +14.2% | +47.1% | -32.8% | +9.4% |
| 3M | +3.2% | +71.2% | -68.0% | -2.9% |
| 6M | -7.4% | +48.9% | -56.4% | -12.1% |
| YTD | +1.5% | -22.2% | +23.7% | +2.5% |
| 1Y | +3.9% | -5.2% | +9.0% | +2.5% |
| 3Y | -5.5% | -34.9% | +29.4% | -4.9% |
| 5Y | +0.1% | -77.4% | +77.5% | +14.8% |
| All | +80.1% | +170.1% | -90.0% | +26.2% |
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 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