+80.3%
PEP vs EPAM
+163.7%
-83.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | +1.0% | +9.1% | -8.0% | -0.1% |
| 30D | +12.6% | +38.5% | -25.9% | +8.5% |
| 3M | +3.1% | +61.0% | -57.8% | -2.3% |
| 6M | -6.3% | +58.0% | -64.3% | -11.5% |
| YTD | +1.9% | -23.5% | +25.3% | +3.0% |
| 1Y | +3.3% | -10.5% | +13.8% | +2.6% |
| 3Y | -4.8% | -33.8% | +29.0% | -4.5% |
| 5Y | +2.0% | -78.1% | +80.2% | +17.7% |
| 10Y | +80.3% | +157.7% | -77.4% | +26.6% |
| All | +80.3% | +163.7% | -83.4% | +26.6% |
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 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