+294.0%
PCAR vs EPAM
+170.1%
+123.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.4% | -1.8% |
| 7D | +0.1% | +13.4% | -13.3% | -2.1% |
| 30D | -4.6% | +47.1% | -51.6% | -10.4% |
| 3M | -22.6% | +71.2% | -93.7% | -29.1% |
| 6M | -12.0% | +48.9% | -60.9% | -18.4% |
| YTD | -6.1% | -22.2% | +16.1% | -4.2% |
| 1Y | +6.3% | -5.2% | +11.5% | +4.9% |
| 3Y | +31.8% | -34.9% | +66.7% | +34.4% |
| 5Y | +104.2% | -77.4% | +181.6% | +137.9% |
| All | +294.0% | +170.1% | +123.9% | +135.2% |
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