+25.8%
PSA vs EPAM
-10.0%
+35.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.1% | +18.5% | -20.6% | -2.8% |
| 30D | +16.2% | +44.0% | -27.8% | +14.2% |
| 3M | +4.3% | +63.0% | -58.7% | +2.0% |
| 6M | +9.9% | +67.3% | -57.4% | +6.9% |
| YTD | +33.3% | -20.5% | +53.8% | +28.8% |
| 1Y | +25.8% | -9.6% | +35.5% | +17.2% |
| All | +25.8% | -10.0% | +35.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling