+101.4%
PNR vs EPAM
+168.6%
-67.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.8% |
| 7D | -0.1% | +18.8% | -18.9% | -4.6% |
| 30D | +33.4% | +44.9% | -11.6% | +21.6% |
| 3M | +4.9% | +68.6% | -63.7% | -8.0% |
| 6M | -8.5% | +65.4% | -73.9% | -20.5% |
| YTD | -32.1% | -19.9% | -12.3% | -30.5% |
| 1Y | -35.0% | -10.0% | -25.0% | -35.3% |
| 3Y | +17.6% | -30.3% | +47.9% | +19.6% |
| 5Y | +0.9% | -75.7% | +76.5% | +25.6% |
| 10Y | +101.4% | +167.2% | -65.8% | +26.3% |
| All | +101.4% | +168.6% | -67.3% | +26.3% |
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