+234.7%
PM vs EPAM
+163.7%
+71.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -7.3% | +9.1% | -16.3% | -8.2% |
| 30D | -4.0% | +38.5% | -42.5% | -7.1% |
| 3M | +2.7% | +61.0% | -58.2% | -2.1% |
| 6M | +14.9% | +58.0% | -43.2% | +9.0% |
| YTD | +23.5% | -23.5% | +47.0% | +25.3% |
| 1Y | +30.4% | -10.5% | +40.9% | +29.9% |
| 3Y | +143.2% | -33.8% | +177.1% | +145.2% |
| 5Y | +159.5% | -78.1% | +237.6% | +195.3% |
| 10Y | +234.7% | +157.7% | +76.9% | +140.0% |
| All | +234.7% | +163.7% | +71.0% | +140.0% |
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