+459.7%
PL vs EPAM
-42.9%
+502.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -11.7% | +0.8% | -12.6% | -12.0% |
| 30D | -27.1% | +24.9% | -52.1% | -31.1% |
| 3M | -44.6% | +22.6% | -67.2% | -47.9% |
| 6M | -67.2% | +24.2% | -91.4% | -69.5% |
| YTD | -35.9% | -33.0% | -2.9% | -26.2% |
| 1Y | -0.4% | -13.3% | +12.9% | +2.0% |
| All | +459.7% | -42.9% | +502.6% | +535.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling