+102.0%
PSA vs EPAM
+65.2%
+36.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -8.2% | +18.4% | -26.5% | -10.1% |
| 3M | -2.1% | +19.2% | -21.4% | -4.8% |
| 6M | -0.2% | -21.0% | +20.7% | +2.0% |
| YTD | +18.5% | -43.7% | +62.2% | +25.8% |
| 1Y | +6.6% | -29.9% | +36.5% | +9.5% |
| 3Y | +24.5% | -56.5% | +81.0% | +33.4% |
| 5Y | +13.6% | -81.7% | +95.3% | +32.8% |
| 10Y | +102.0% | +64.5% | +37.4% | +63.1% |
| All | +102.0% | +65.2% | +36.7% | +63.1% |
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 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