+26.8%
PL vs EPAM
-65.2%
+92.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.9% | +14.2% | +11.2% |
| 7D | -6.8% | +13.4% | -20.2% | -10.5% |
| 30D | -29.3% | +47.1% | -76.4% | -36.7% |
| 3M | -44.8% | +71.2% | -115.9% | -52.8% |
| 6M | -68.4% | +48.9% | -117.3% | -72.6% |
| YTD | -36.4% | -22.2% | -14.1% | -34.1% |
| 1Y | +0.7% | -5.2% | +5.9% | -1.9% |
| 3Y | +455.3% | -34.9% | +490.3% | +488.7% |
| 5Y | +22.7% | -77.4% | +100.1% | +61.5% |
| All | +26.8% | -65.2% | +92.0% | +65.5% |
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