+345.8%
PSX vs EPAM
+163.7%
+182.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.2% |
| 7D | -8.0% | +9.1% | -17.1% | -9.7% |
| 30D | -9.0% | +38.5% | -47.5% | -14.1% |
| 3M | +24.7% | +61.0% | -36.2% | +14.8% |
| 6M | +49.3% | +58.0% | -8.7% | +36.6% |
| YTD | +100.2% | -23.5% | +123.6% | +104.3% |
| 1Y | +88.8% | -10.5% | +99.4% | +87.6% |
| 3Y | +152.5% | -33.8% | +186.3% | +155.6% |
| 5Y | +283.2% | -78.1% | +361.3% | +364.4% |
| 10Y | +345.8% | +157.7% | +188.1% | +161.9% |
| All | +345.8% | +163.7% | +182.1% | +161.9% |
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