-39.4%
PSKY vs EPAM
-47.6%
+8.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | -24.6% | +7.9% | -32.5% | -27.5% |
| 30D | -36.1% | -1.1% | -35.0% | -35.7% |
| 3M | -58.0% | -32.2% | -25.8% | -43.8% |
| 6M | -58.0% | -32.2% | -25.8% | -43.8% |
| YTD | -58.0% | -32.2% | -25.8% | -43.8% |
| 1Y | -58.4% | -14.1% | -44.3% | -47.0% |
| All | -39.4% | -47.6% | +8.2% | -28.3% |
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