+19.4%
PRU vs EPAM
-4.9%
+24.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.3% |
| 7D | +2.4% | +13.4% | -11.0% | +1.2% |
| 30D | +6.1% | +47.1% | -41.0% | +1.6% |
| 3M | -0.7% | +71.2% | -71.9% | -6.8% |
| 6M | +22.1% | +48.9% | -26.9% | +15.6% |
| YTD | +9.8% | -22.2% | +32.0% | +16.8% |
| 1Y | +19.4% | -5.2% | +24.5% | +18.3% |
| All | +19.4% | -4.9% | +24.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling