+39.4%
PPL vs EPAM
-81.9%
+121.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +2.7% | +2.0% | +0.7% | +2.6% |
| 30D | +0.5% | +6.5% | -6.1% | +0.1% |
| 3M | +0.7% | +19.9% | -19.3% | -0.3% |
| 6M | -7.6% | -16.9% | +9.3% | -7.1% |
| YTD | +1.8% | -42.9% | +44.7% | +4.0% |
| 1Y | -0.8% | -30.4% | +29.6% | +0.2% |
| 3Y | +56.9% | -54.7% | +111.6% | +60.6% |
| All | +39.4% | -81.9% | +121.3% | +40.5% |
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 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