-16.4%
PINS vs EPAM
-31.3%
+14.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -12.0% | +2.0% | -14.0% | -12.8% |
| 30D | -12.7% | +6.5% | -19.2% | -15.7% |
| 3M | -5.5% | +19.9% | -25.4% | -13.7% |
| 6M | +5.3% | -16.9% | +22.2% | +10.8% |
| YTD | -21.2% | -42.9% | +21.7% | -5.3% |
| 1Y | -45.0% | -30.4% | -14.7% | -39.5% |
| 3Y | -26.2% | -54.7% | +28.5% | -9.2% |
| 5Y | -64.0% | -81.8% | +17.9% | -38.6% |
| All | -16.4% | -31.3% | +14.9% | -43.8% |
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