-35.0%
PNR vs EPAM
-7.6%
-27.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.2% |
| 7D | -0.1% | +18.8% | -18.9% | -1.8% |
| 30D | +33.4% | +44.9% | -11.6% | +27.8% |
| 3M | +4.9% | +68.6% | -63.7% | -1.7% |
| 6M | -8.5% | +65.4% | -73.9% | -14.4% |
| YTD | -32.1% | -19.9% | -12.3% | -23.8% |
| 1Y | -35.0% | -10.0% | -25.0% | -31.1% |
| All | -35.0% | -7.6% | -27.4% | -31.1% |
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