+287.1%
PCAR vs EPAM
+157.4%
+129.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | +2.4% | +2.5% | +4.5% |
| 30D | -1.4% | +42.3% | -43.8% | -7.0% |
| 3M | -18.1% | +60.7% | -78.8% | -24.3% |
| 6M | -4.0% | +80.5% | -84.5% | -13.6% |
| YTD | -1.5% | -20.4% | +18.9% | +0.1% |
| 1Y | +13.2% | -9.6% | +22.8% | +12.6% |
| 3Y | +35.8% | -30.5% | +66.3% | +37.0% |
| 5Y | +114.6% | -75.7% | +190.3% | +146.1% |
| All | +287.1% | +157.4% | +129.7% | +126.8% |
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