+42.2%
PRU vs EPAM
-75.7%
+117.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +8.9% | +42.3% | -33.5% | +3.1% |
| 3M | +0.2% | +60.7% | -60.5% | -6.9% |
| 6M | +23.7% | +80.5% | -56.8% | +12.1% |
| YTD | +13.7% | -20.4% | +34.1% | +15.6% |
| 1Y | +20.6% | -9.6% | +30.2% | +20.3% |
| 3Y | +56.3% | -30.5% | +86.8% | +57.3% |
| All | +42.2% | -75.7% | +117.9% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling