-44.6%
PNR vs EPAM
-32.1%
-12.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -2.4% | +2.0% | -4.3% | -2.6% |
| 30D | -12.8% | +6.5% | -19.3% | -13.7% |
| 3M | -17.0% | +19.9% | -36.9% | -19.3% |
| 6M | -37.4% | -16.9% | -20.5% | -35.3% |
| YTD | -41.6% | -42.9% | +1.3% | -33.9% |
| 1Y | -44.6% | -30.4% | -14.3% | -39.0% |
| All | -44.6% | -32.1% | -12.5% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling