+236.9%
PLD vs EPAM
+65.3%
+171.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.2% |
| 7D | -2.4% | +2.0% | -4.3% | -2.8% |
| 30D | -2.4% | +6.5% | -9.0% | -4.2% |
| 3M | -3.8% | +19.9% | -23.7% | -8.5% |
| 6M | 0.0% | -16.9% | +17.0% | +2.6% |
| YTD | +9.2% | -42.9% | +52.1% | +20.5% |
| 1Y | +25.9% | -30.4% | +56.3% | +31.9% |
| 3Y | +21.3% | -54.7% | +76.0% | +35.7% |
| 5Y | +14.1% | -81.8% | +95.9% | +50.7% |
| All | +236.9% | +65.3% | +171.6% | +121.3% |
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