+2,348.3%
PWR vs EPAM
+66.7%
+2,281.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | +3.6% | +2.0% | +1.7% | +3.2% |
| 30D | -8.6% | +6.5% | -15.1% | -9.9% |
| 3M | -13.2% | +19.9% | -33.1% | -16.9% |
| 6M | +9.9% | -16.9% | +26.8% | +12.1% |
| YTD | +48.0% | -42.9% | +90.9% | +60.9% |
| 1Y | +66.2% | -30.4% | +96.5% | +72.1% |
| 3Y | +195.1% | -54.7% | +249.8% | +225.6% |
| 5Y | +442.6% | -81.8% | +524.4% | +599.2% |
| All | +2,348.3% | +66.7% | +2,281.6% | +1,360.8% |
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 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