+95.9%
PRU vs EPAM
+158.4%
-62.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | +7.9% | +41.8% | -33.9% | -0.9% |
| 3M | +0.9% | +63.4% | -62.5% | -10.6% |
| 6M | +22.4% | +72.2% | -49.8% | +5.7% |
| YTD | +12.7% | -20.0% | +32.7% | +15.2% |
| 1Y | +19.6% | -9.0% | +28.6% | +18.5% |
| 3Y | +54.0% | -30.4% | +84.4% | +55.7% |
| 5Y | +41.0% | -75.6% | +116.6% | +75.5% |
| All | +95.9% | +158.4% | -62.5% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling