+285.9%
PCAR vs EPAM
+158.4%
+127.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.1% | -1.1% | +3.2% | +2.2% |
| 30D | -1.2% | +41.8% | -43.0% | -6.7% |
| 3M | -18.6% | +63.4% | -82.0% | -24.9% |
| 6M | -5.1% | +72.2% | -77.3% | -14.0% |
| YTD | -1.8% | -20.0% | +18.3% | -0.2% |
| 1Y | +10.6% | -9.0% | +19.7% | +10.0% |
| 3Y | +34.9% | -30.4% | +65.3% | +36.1% |
| 5Y | +114.0% | -75.6% | +189.6% | +145.2% |
| All | +285.9% | +158.4% | +127.5% | +126.0% |
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