+273.2%
PSA vs EPAM
+751.2%
-478.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -3.7% | +2.0% | -5.6% | -3.9% |
| 30D | -7.7% | +6.5% | -14.3% | -8.7% |
| 3M | -0.6% | +19.9% | -20.5% | -3.3% |
| 6M | -0.9% | -16.9% | +16.0% | +0.5% |
| YTD | +18.7% | -42.9% | +61.5% | +25.3% |
| 1Y | +7.6% | -30.4% | +38.0% | +10.6% |
| 3Y | +23.7% | -54.7% | +78.4% | +31.3% |
| 5Y | +13.7% | -81.8% | +95.5% | +29.5% |
| 10Y | +98.9% | +65.5% | +33.4% | +66.7% |
| All | +273.2% | +751.2% | -478.0% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling