-70.6%
PSKY vs EPAM
-81.9%
+11.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.2% |
| 7D | -0.2% | +2.0% | -2.1% | -0.6% |
| 30D | +24.0% | +6.5% | +17.4% | +21.8% |
| 3M | +2.2% | +19.9% | -17.8% | -2.6% |
| 6M | -9.0% | -16.9% | +8.0% | -6.6% |
| YTD | -18.1% | -42.9% | +24.7% | -9.9% |
| 1Y | -25.1% | -30.4% | +5.3% | -21.2% |
| 3Y | -16.3% | -54.7% | +38.4% | -7.4% |
| All | -70.6% | -81.9% | +11.3% | -68.1% |
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