+25.8%
PSA vs EPAM
-54.6%
+80.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -3.7% | +2.0% | -5.6% | -3.8% |
| 30D | -7.7% | +6.5% | -14.3% | -8.4% |
| 3M | -0.6% | +19.9% | -20.5% | -2.6% |
| 6M | -0.9% | -16.9% | +16.0% | +0.3% |
| YTD | +18.7% | -42.9% | +61.5% | +24.3% |
| 1Y | +7.6% | -30.4% | +38.0% | +9.9% |
| All | +25.8% | -54.6% | +80.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling