+54.4%
PRU vs EPAM
-31.1%
+85.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -23.9% | -6.1% |
| 7D | +4.8% | +23.0% | -18.2% | +1.3% |
| 30D | +7.9% | +51.6% | -43.7% | +0.8% |
| 3M | +3.1% | +50.8% | -47.7% | -4.0% |
| 6M | +25.2% | +51.1% | -25.9% | +15.8% |
| YTD | +12.7% | -19.1% | +31.9% | +16.2% |
| 1Y | +23.5% | +3.0% | +20.5% | +21.5% |
| All | +54.4% | -31.1% | +85.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling