+244.0%
PNR vs EPAM
+1,084.1%
-840.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.7% | +18.5% | -22.3% | -7.6% |
| 30D | +33.1% | +44.0% | -10.9% | +22.5% |
| 3M | +3.7% | +63.0% | -59.3% | -7.3% |
| 6M | -7.7% | +67.3% | -75.0% | -19.0% |
| YTD | -32.4% | -20.5% | -11.9% | -31.0% |
| 1Y | -35.0% | -9.6% | -25.4% | -35.5% |
| 3Y | +17.1% | -30.8% | +47.9% | +19.0% |
| 5Y | +0.1% | -75.6% | +75.8% | +18.0% |
| 10Y | +103.2% | +159.6% | -56.4% | +43.2% |
| All | +244.0% | +1,084.1% | -840.2% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling