+98.5%
PNR vs EPAM
+157.4%
-58.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | +31.7% | +42.3% | -10.6% | +20.6% |
| 3M | +2.6% | +60.7% | -58.0% | -8.9% |
| 6M | -6.4% | +80.5% | -86.9% | -20.4% |
| YTD | -33.4% | -20.4% | -13.1% | -31.8% |
| 1Y | -35.1% | -9.6% | -25.5% | -35.5% |
| 3Y | +17.1% | -30.5% | +47.6% | +19.1% |
| 5Y | -3.5% | -75.7% | +72.2% | +20.1% |
| All | +98.5% | +157.4% | -58.9% | +22.3% |
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