+15.1%
PSA vs EPAM
-81.9%
+97.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -3.7% | +2.0% | -5.6% | -3.9% |
| 30D | -7.7% | +6.5% | -14.3% | -8.5% |
| 3M | -0.6% | +19.9% | -20.5% | -2.7% |
| 6M | -0.9% | -16.9% | +16.0% | +0.3% |
| YTD | +18.7% | -42.9% | +61.5% | +24.1% |
| 1Y | +7.6% | -30.4% | +38.0% | +10.0% |
| 3Y | +23.7% | -54.7% | +78.4% | +29.6% |
| All | +15.1% | -81.9% | +97.0% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling