+1.5%
PLD vs EPAM
-77.2%
+78.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.8% | -4.9% |
| 7D | +0.4% | +23.0% | -22.6% | -2.7% |
| 30D | -0.1% | +51.6% | -51.7% | -6.1% |
| 3M | -7.9% | +50.8% | -58.8% | -13.7% |
| 6M | -7.0% | +51.1% | -58.1% | -13.4% |
| YTD | +3.1% | -19.1% | +22.2% | +4.5% |
| 1Y | +7.1% | +3.0% | +4.1% | +4.3% |
| 3Y | +32.9% | -31.2% | +64.0% | +34.4% |
| 5Y | +1.5% | -76.5% | +78.0% | +12.6% |
| All | +1.5% | -77.2% | +78.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling