+166.6%
PM vs EPAM
-77.2%
+243.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.3% | -5.3% |
| 7D | -3.4% | +23.0% | -26.4% | -4.1% |
| 30D | +5.8% | +51.6% | -45.8% | +4.2% |
| 3M | +6.7% | +50.8% | -44.2% | +4.9% |
| 6M | +19.9% | +51.1% | -31.2% | +17.7% |
| YTD | +27.8% | -19.1% | +46.9% | +28.6% |
| 1Y | +39.4% | +3.0% | +36.4% | +38.6% |
| 3Y | +146.9% | -31.2% | +178.0% | +148.5% |
| 5Y | +166.6% | -76.5% | +243.1% | +159.2% |
| All | +166.6% | -77.2% | +243.8% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling