+14.8%
PL vs EPAM
-63.8%
+78.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +20.6% | -30.8% | -14.8% |
| 7D | -20.5% | +23.0% | -43.6% | -25.2% |
| 30D | -38.8% | +51.6% | -90.4% | -45.4% |
| 3M | -49.1% | +50.8% | -99.9% | -55.1% |
| 6M | -69.4% | +51.1% | -120.5% | -73.4% |
| YTD | -42.3% | -19.1% | -23.2% | -40.7% |
| 1Y | -14.2% | +3.0% | -17.2% | -18.3% |
| 3Y | +398.7% | -31.2% | +429.8% | +422.1% |
| 5Y | +11.1% | -76.5% | +87.6% | +45.2% |
| All | +14.8% | -63.8% | +78.7% | +48.8% |
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 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