+32.4%
PWR vs EPAM
-15.2%
+47.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -0.6% | -11.1% | -11.8% |
| 7D | -4.4% | +0.8% | -5.2% | -4.1% |
| 30D | -15.1% | +24.9% | -40.0% | -10.5% |
| 3M | -16.2% | +22.6% | -38.8% | -11.7% |
| 6M | -23.3% | +24.2% | -47.5% | -16.5% |
| YTD | +37.6% | -33.0% | +70.6% | +36.8% |
| 1Y | +32.4% | -13.3% | +45.7% | +28.1% |
| All | +32.4% | -15.2% | +47.6% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling