+268.2%
PM vs EPAM
+158.4%
+109.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -1.3% | +41.8% | -43.2% | -4.7% |
| 3M | +6.5% | +63.4% | -56.8% | +1.4% |
| 6M | +7.0% | +72.2% | -65.2% | +0.7% |
| YTD | +25.8% | -20.0% | +45.8% | +27.1% |
| 1Y | +30.9% | -9.0% | +39.9% | +30.4% |
| 3Y | +148.0% | -30.4% | +178.3% | +148.8% |
| 5Y | +161.2% | -75.6% | +236.8% | +191.9% |
| All | +268.2% | +158.4% | +109.7% | +159.5% |
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