+35.0%
PCAR vs EPAM
-31.1%
+66.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +20.6% | -22.2% | -3.9% |
| 7D | +2.2% | +23.0% | -20.9% | -0.6% |
| 30D | -4.4% | +51.6% | -56.0% | -9.5% |
| 3M | -21.4% | +50.8% | -72.2% | -25.8% |
| 6M | -7.3% | +51.1% | -58.5% | -12.7% |
| YTD | -3.8% | -19.1% | +15.3% | -0.4% |
| 1Y | +6.3% | +3.0% | +3.3% | +4.9% |
| All | +35.0% | -31.1% | +66.1% | +31.5% |
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