-69.5%
PSKY vs EPAM
+788.7%
-858.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | -24.6% | +7.9% | -32.5% | -26.1% |
| 30D | -36.1% | -1.1% | -35.0% | -35.8% |
| 3M | -53.4% | -24.1% | -29.3% | -47.5% |
| 6M | -53.4% | -24.1% | -29.3% | -47.5% |
| YTD | -53.4% | -24.1% | -29.3% | -47.5% |
| 1Y | -58.4% | -14.1% | -44.3% | -54.5% |
| 3Y | -40.7% | -50.2% | +9.5% | -29.3% |
| 5Y | -80.0% | -80.3% | +0.2% | -73.2% |
| 10Y | -84.4% | +88.5% | -172.9% | -87.9% |
| All | -69.5% | +788.7% | -858.2% | -82.4% |
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