+166.5%
PPL vs EPAM
+899.0%
-732.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | +8.4% | +24.9% | -16.5% | +6.3% |
| 3M | +2.4% | +22.6% | -20.2% | +0.3% |
| 6M | -4.0% | +24.2% | -28.1% | -6.4% |
| YTD | +4.5% | -33.0% | +37.4% | +7.1% |
| 1Y | +1.7% | -13.3% | +15.0% | +1.7% |
| 3Y | +55.5% | -42.9% | +98.4% | +59.0% |
| 5Y | +47.0% | -80.8% | +127.9% | +62.7% |
| 10Y | +62.4% | +122.5% | -60.1% | +33.2% |
| All | +166.5% | +899.0% | -732.5% | +103.0% |
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