+498.2%
PLD vs EPAM
+899.0%
-400.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +2.6% | +24.9% | -22.4% | -1.9% |
| 3M | -4.8% | +22.6% | -27.4% | -9.2% |
| 6M | -3.9% | +24.2% | -28.1% | -9.3% |
| YTD | +5.3% | -33.0% | +38.3% | +11.0% |
| 1Y | +9.3% | -13.3% | +22.6% | +9.0% |
| 3Y | +35.8% | -42.9% | +78.7% | +43.0% |
| 5Y | +2.9% | -80.8% | +83.8% | +27.0% |
| 10Y | +253.4% | +122.5% | +130.9% | +161.1% |
| All | +498.2% | +899.0% | -400.8% | +276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling