+1,865.8%
PWR vs EPAM
+163.7%
+1,702.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.6% | +10.9% | +9.6% |
| 7D | -4.8% | +9.1% | -13.8% | -6.8% |
| 30D | -16.2% | +38.5% | -54.7% | -21.4% |
| 3M | -11.9% | +61.0% | -72.9% | -19.9% |
| 6M | -20.6% | +58.0% | -78.6% | -28.6% |
| YTD | +40.3% | -23.5% | +63.7% | +43.5% |
| 1Y | +33.0% | -10.5% | +43.6% | +31.4% |
| 3Y | +250.0% | -33.8% | +283.8% | +256.5% |
| 5Y | +404.2% | -78.1% | +482.3% | +538.1% |
| 10Y | +1,865.8% | +157.7% | +1,708.1% | +991.1% |
| All | +1,865.8% | +163.7% | +1,702.1% | +991.1% |
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 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