+21.4%
PRU vs EPAM
-10.0%
+31.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.8% | +18.5% | -21.4% | -4.4% |
| 30D | +8.5% | +44.0% | -35.5% | +4.3% |
| 3M | +1.7% | +63.0% | -61.2% | -3.7% |
| 6M | +24.8% | +67.3% | -42.5% | +16.2% |
| YTD | +13.3% | -20.5% | +33.8% | +20.2% |
| 1Y | +21.4% | -9.6% | +31.0% | +18.6% |
| All | +21.4% | -10.0% | +31.4% | +18.6% |
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