+109.2%
PCAR vs EPAM
-77.2%
+186.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +20.6% | -22.2% | -3.6% |
| 7D | +2.2% | +23.0% | -20.9% | -0.2% |
| 30D | -4.4% | +51.6% | -56.0% | -8.6% |
| 3M | -21.4% | +50.8% | -72.2% | -25.0% |
| 6M | -7.3% | +51.1% | -58.5% | -12.0% |
| YTD | -3.8% | -19.1% | +15.3% | -2.6% |
| 1Y | +6.3% | +3.0% | +3.3% | +4.6% |
| 3Y | +34.4% | -31.2% | +65.5% | +35.2% |
| 5Y | +109.2% | -76.5% | +185.7% | +101.8% |
| All | +109.2% | -77.2% | +186.4% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling