+138.5%
PSA vs EPAM
+170.1%
-31.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.4% |
| 7D | +3.9% | +13.4% | -9.5% | +2.0% |
| 30D | +19.7% | +47.1% | -27.4% | +13.6% |
| 3M | +4.3% | +71.2% | -66.9% | -3.0% |
| 6M | +11.4% | +48.9% | -37.6% | +4.7% |
| YTD | +33.9% | -22.2% | +56.2% | +36.0% |
| 1Y | +28.3% | -5.2% | +33.4% | +26.7% |
| 3Y | +53.5% | -34.9% | +88.4% | +55.6% |
| 5Y | +30.6% | -77.4% | +108.0% | +49.7% |
| All | +138.5% | +170.1% | -31.6% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling