-85.0%
PSKY vs EPAM
+105.5%
-190.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | -24.6% | +7.9% | -32.5% | -26.4% |
| 30D | -36.1% | -1.1% | -35.0% | -35.8% |
| 3M | -53.4% | -30.3% | -23.1% | -45.4% |
| 6M | -53.4% | -30.3% | -23.1% | -45.4% |
| YTD | -53.4% | -30.3% | -23.1% | -45.4% |
| 1Y | -58.4% | -14.1% | -44.3% | -53.7% |
| 3Y | -40.7% | -50.2% | +9.5% | -27.8% |
| 5Y | -80.0% | -80.3% | +0.2% | -72.1% |
| All | -85.0% | +105.5% | -190.5% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling