+26.6%
PSA vs EPAM
-75.8%
+102.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | +15.6% | +41.8% | -26.3% | +11.6% |
| 3M | +4.1% | +63.4% | -59.3% | -1.0% |
| 6M | +9.2% | +72.2% | -63.0% | +2.8% |
| YTD | +32.3% | -20.0% | +52.3% | +33.5% |
| 1Y | +26.2% | -9.0% | +35.2% | +25.6% |
| 3Y | +53.7% | -30.4% | +84.1% | +54.1% |
| 5Y | +26.6% | -75.6% | +102.2% | +37.6% |
| All | +26.6% | -75.8% | +102.3% | +37.6% |
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