+192.8%
PM vs EPAM
+66.7%
+126.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -4.9% | +2.0% | -6.8% | -5.1% |
| 30D | -3.4% | +6.5% | -9.9% | -4.2% |
| 3M | +5.2% | +19.9% | -14.8% | +2.9% |
| 6M | +3.7% | -16.9% | +20.6% | +4.9% |
| YTD | +15.8% | -42.9% | +58.6% | +21.1% |
| 1Y | +17.4% | -30.4% | +47.7% | +19.9% |
| 3Y | +116.9% | -54.7% | +171.7% | +128.0% |
| 5Y | +117.3% | -81.8% | +199.1% | +148.1% |
| All | +192.8% | +66.7% | +126.2% | +119.9% |
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