+338.3%
PSX vs EPAM
+168.6%
+169.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.6% |
| 7D | -7.8% | +18.8% | -26.6% | -10.7% |
| 30D | -9.9% | +44.9% | -54.8% | -15.5% |
| 3M | +16.9% | +68.6% | -51.6% | +6.9% |
| 6M | +48.0% | +65.4% | -17.4% | +34.3% |
| YTD | +98.3% | -19.9% | +118.2% | +101.0% |
| 1Y | +86.2% | -10.0% | +96.2% | +84.9% |
| 3Y | +144.0% | -30.3% | +174.2% | +145.0% |
| 5Y | +287.7% | -75.7% | +363.4% | +356.7% |
| 10Y | +338.3% | +167.2% | +171.1% | +155.5% |
| All | +338.3% | +168.6% | +169.7% | +155.5% |
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