+132.7%
PSA vs EPAM
+163.7%
-31.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +1.5% | +9.1% | -7.6% | +0.1% |
| 30D | +16.7% | +38.5% | -21.8% | +11.6% |
| 3M | +4.0% | +61.0% | -56.9% | -2.5% |
| 6M | +10.9% | +58.0% | -47.2% | +3.4% |
| YTD | +34.2% | -23.5% | +57.7% | +36.5% |
| 1Y | +26.6% | -10.5% | +37.2% | +26.0% |
| 3Y | +54.7% | -33.8% | +88.6% | +56.5% |
| 5Y | +30.0% | -78.1% | +108.2% | +49.9% |
| 10Y | +132.7% | +157.7% | -25.1% | +80.8% |
| All | +132.7% | +163.7% | -31.0% | +80.8% |
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 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