+42.7%
PRU vs EPAM
-78.1%
+120.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.6% |
| 7D | +3.2% | +9.1% | -5.9% | +1.6% |
| 30D | +7.9% | +38.5% | -30.6% | +2.6% |
| 3M | +1.8% | +61.0% | -59.2% | -5.4% |
| 6M | +24.1% | +58.0% | -33.9% | +14.6% |
| YTD | +12.4% | -23.5% | +35.8% | +14.8% |
| 1Y | +20.9% | -10.5% | +31.5% | +20.7% |
| 3Y | +55.5% | -33.8% | +89.3% | +57.5% |
| 5Y | +42.7% | -78.1% | +120.8% | +50.1% |
| All | +42.7% | -78.1% | +120.7% | +50.1% |
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