+346.6%
PSX vs EPAM
+170.1%
+176.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.1% |
| 7D | -13.1% | +13.4% | -26.5% | -15.2% |
| 30D | -9.5% | +47.1% | -56.6% | -15.3% |
| 3M | +20.2% | +71.2% | -51.0% | +9.5% |
| 6M | +44.9% | +48.9% | -4.0% | +33.8% |
| YTD | +94.4% | -22.2% | +116.6% | +97.9% |
| 1Y | +83.1% | -5.2% | +88.2% | +80.1% |
| 3Y | +132.2% | -34.9% | +167.1% | +135.8% |
| 5Y | +278.8% | -77.4% | +356.2% | +355.3% |
| All | +346.6% | +170.1% | +176.5% | +162.5% |
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