+364.4%
PCAR vs EPAM
+65.3%
+299.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.5% |
| 7D | -0.5% | +2.0% | -2.5% | -0.8% |
| 30D | -6.2% | +6.5% | -12.8% | -7.4% |
| 3M | +5.9% | +19.9% | -14.0% | +2.2% |
| 6M | +0.4% | -16.9% | +17.3% | +2.3% |
| YTD | +14.8% | -42.9% | +57.7% | +23.4% |
| 1Y | +30.1% | -30.4% | +60.5% | +34.9% |
| 3Y | +66.7% | -54.7% | +121.4% | +80.5% |
| 5Y | +166.1% | -81.8% | +247.9% | +217.7% |
| All | +364.4% | +65.3% | +299.1% | +195.0% |
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