-18.9%
PNR vs EPAM
-81.7%
+62.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.4% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | -14.9% | +18.4% | -33.3% | -17.6% |
| 3M | -19.0% | +19.2% | -38.3% | -22.4% |
| 6M | -35.9% | -21.0% | -15.0% | -33.7% |
| YTD | -43.1% | -43.7% | +0.6% | -37.5% |
| 1Y | -46.4% | -29.9% | -16.5% | -43.7% |
| 3Y | -10.8% | -56.5% | +45.7% | -0.7% |
| 5Y | -18.9% | -81.7% | +62.8% | -0.8% |
| All | -18.9% | -81.7% | +62.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling