+1,874.2%
PWR vs EPAM
+165.6%
+1,708.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | +4.7% | +18.5% | -13.8% | +1.2% |
| 30D | -12.5% | +44.0% | -56.5% | -18.4% |
| 3M | -9.3% | +63.0% | -72.3% | -17.6% |
| 6M | -22.2% | +67.3% | -89.4% | -30.7% |
| YTD | +44.2% | -20.5% | +64.7% | +46.6% |
| 1Y | +35.5% | -9.6% | +45.2% | +33.9% |
| 3Y | +250.4% | -30.8% | +281.3% | +254.4% |
| 5Y | +425.6% | -75.6% | +501.2% | +545.3% |
| 10Y | +1,874.2% | +159.6% | +1,714.7% | +986.0% |
| All | +1,874.2% | +165.6% | +1,708.6% | +986.0% |
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