+112.0%
PRU vs EPAM
+170.1%
-58.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -1.8% |
| 7D | +2.4% | +13.4% | -11.0% | -1.0% |
| 30D | +6.1% | +47.1% | -41.0% | -3.4% |
| 3M | -0.7% | +71.2% | -71.9% | -13.0% |
| 6M | +22.1% | +48.9% | -26.9% | +9.0% |
| YTD | +9.8% | -22.2% | +32.0% | +12.9% |
| 1Y | +19.4% | -5.2% | +24.5% | +17.0% |
| 3Y | +50.4% | -34.9% | +85.3% | +54.5% |
| 5Y | +37.2% | -77.4% | +114.6% | +75.3% |
| All | +112.0% | +170.1% | -58.1% | -0.8% |
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