+361.6%
PSX vs EPAM
+157.4%
+204.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +7.8% | +2.4% | +5.4% | +7.4% |
| 30D | -10.9% | +42.3% | -53.2% | -16.2% |
| 3M | +14.5% | +60.7% | -46.2% | +5.4% |
| 6M | +56.1% | +80.5% | -24.4% | +39.7% |
| YTD | +109.6% | -20.4% | +130.0% | +112.5% |
| 1Y | +95.5% | -9.6% | +105.1% | +94.0% |
| 3Y | +156.2% | -30.5% | +186.7% | +157.4% |
| 5Y | +310.0% | -75.7% | +385.7% | +382.8% |
| All | +361.6% | +157.4% | +204.3% | +164.7% |
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