+197.3%
PNR vs EPAM
+751.2%
-553.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | -2.4% | +2.0% | -4.3% | -2.8% |
| 30D | -12.8% | +6.5% | -19.3% | -14.4% |
| 3M | -17.0% | +19.9% | -36.9% | -21.0% |
| 6M | -37.4% | -16.9% | -20.5% | -35.8% |
| YTD | -41.6% | -42.9% | +1.3% | -35.5% |
| 1Y | -44.6% | -30.4% | -14.3% | -41.6% |
| 3Y | -12.1% | -54.7% | +42.6% | -1.6% |
| 5Y | -17.4% | -81.8% | +64.4% | +4.2% |
| 10Y | +64.0% | +65.5% | -1.5% | +27.2% |
| All | +197.3% | +751.2% | -553.9% | +95.5% |
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