+238.0%
PNR vs EPAM
+1,058.6%
-820.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.6% |
| 7D | +2.8% | +13.4% | -10.6% | -0.4% |
| 30D | +31.2% | +47.1% | -15.9% | +20.1% |
| 3M | -2.1% | +71.2% | -73.2% | -13.4% |
| 6M | -14.0% | +48.9% | -62.9% | -22.6% |
| YTD | -33.6% | -22.2% | -11.4% | -31.9% |
| 1Y | -35.2% | -5.2% | -30.0% | -36.3% |
| 3Y | +15.8% | -34.9% | +50.8% | +19.3% |
| 5Y | -1.8% | -77.4% | +75.6% | +17.7% |
| 10Y | +117.0% | +158.1% | -41.1% | +53.3% |
| All | +238.0% | +1,058.6% | -820.6% | +106.6% |
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