+67.5%
PNR vs EPAM
+63.0%
+4.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -3.9% | -2.2% | -1.7% | -3.4% |
| 30D | -13.8% | +17.8% | -31.6% | -17.1% |
| 3M | -22.5% | +19.9% | -42.4% | -26.7% |
| 6M | -37.2% | -21.6% | -15.6% | -34.5% |
| YTD | -44.2% | -44.0% | -0.2% | -37.4% |
| 1Y | -46.6% | -30.5% | -16.1% | -43.4% |
| 3Y | -12.5% | -56.8% | +44.3% | +0.3% |
| 5Y | -19.3% | -81.7% | +62.4% | +7.0% |
| 10Y | +67.5% | +68.4% | -1.0% | +8.9% |
| All | +67.5% | +63.0% | +4.4% | +8.9% |
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