+106.1%
PRU vs EPAM
+163.7%
-57.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.7% |
| 7D | +3.2% | +9.1% | -5.9% | +0.6% |
| 30D | +7.9% | +38.5% | -30.6% | -0.4% |
| 3M | +1.8% | +61.0% | -59.2% | -9.5% |
| 6M | +24.1% | +58.0% | -33.9% | +9.3% |
| YTD | +12.4% | -23.5% | +35.8% | +16.0% |
| 1Y | +20.9% | -10.5% | +31.5% | +20.1% |
| 3Y | +55.5% | -33.8% | +89.3% | +59.0% |
| 5Y | +42.7% | -78.1% | +120.8% | +84.3% |
| 10Y | +106.1% | +157.7% | -51.6% | -3.4% |
| All | +106.1% | +163.7% | -57.5% | -3.4% |
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