-76.7%
PCG vs EPAM
+163.7%
-240.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -1.1% | +9.1% | -10.1% | -2.6% |
| 30D | +0.1% | +38.5% | -38.4% | -5.0% |
| 3M | -24.4% | +61.0% | -85.4% | -30.2% |
| 6M | -17.7% | +58.0% | -75.7% | -24.5% |
| YTD | -17.4% | -23.5% | +6.0% | -15.7% |
| 1Y | -19.4% | -10.5% | -8.8% | -20.0% |
| 3Y | -18.6% | -33.8% | +15.2% | -17.7% |
| 5Y | +10.2% | -78.1% | +88.3% | +33.9% |
| 10Y | -76.7% | +157.7% | -234.4% | -83.8% |
| All | -76.7% | +163.7% | -240.4% | -83.8% |
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 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