+200.1%
PWR vs EPAM
-54.6%
+254.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | +3.6% | +2.0% | +1.7% | +3.5% |
| 30D | -8.6% | +6.5% | -15.1% | -9.0% |
| 3M | -13.2% | +19.9% | -33.1% | -14.2% |
| 6M | +9.9% | -16.9% | +26.8% | +13.5% |
| YTD | +48.0% | -42.9% | +90.9% | +61.0% |
| 1Y | +66.2% | -30.4% | +96.5% | +72.2% |
| All | +200.1% | -54.6% | +254.7% | +218.6% |
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