+141.2%
PSX vs EPAM
-54.6%
+195.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.5% |
| 7D | +4.5% | +2.0% | +2.6% | +4.2% |
| 30D | +26.6% | +6.5% | +20.1% | +25.1% |
| 3M | +39.3% | +19.9% | +19.3% | +34.6% |
| 6M | +56.8% | -16.9% | +73.7% | +59.9% |
| YTD | +101.8% | -42.9% | +144.7% | +117.0% |
| 1Y | +99.6% | -30.4% | +130.0% | +106.4% |
| All | +141.2% | -54.6% | +195.8% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling