+159.8%
PPL vs EPAM
+751.2%
-591.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | +2.7% | +2.0% | +0.7% | +2.5% |
| 30D | +0.5% | +6.5% | -6.1% | -0.3% |
| 3M | +0.7% | +19.9% | -19.3% | -1.3% |
| 6M | -7.6% | -16.9% | +9.3% | -6.6% |
| YTD | +1.8% | -42.9% | +44.7% | +6.0% |
| 1Y | -0.8% | -30.4% | +29.6% | +1.2% |
| 3Y | +56.9% | -54.7% | +111.6% | +63.9% |
| 5Y | +39.5% | -81.8% | +121.3% | +54.2% |
| 10Y | +55.4% | +65.5% | -10.1% | +30.7% |
| All | +159.8% | +751.2% | -591.4% | +100.9% |
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