+229.6%
PM vs EPAM
+170.1%
+59.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.5% |
| 7D | -5.2% | +13.4% | -18.6% | -6.5% |
| 30D | +2.7% | +47.1% | -44.4% | -1.2% |
| 3M | +5.2% | +71.2% | -65.9% | -0.3% |
| 6M | +17.0% | +48.9% | -31.9% | +11.7% |
| YTD | +25.5% | -22.2% | +47.7% | +27.1% |
| 1Y | +35.5% | -5.2% | +40.7% | +34.3% |
| 3Y | +143.9% | -34.9% | +178.9% | +146.6% |
| 5Y | +161.8% | -77.4% | +239.2% | +196.4% |
| All | +229.6% | +170.1% | +59.5% | +135.7% |
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 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