-76.0%
PCG vs EPAM
+157.4%
-233.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.2% | +2.4% | -0.3% | +1.8% |
| 30D | +0.8% | +42.3% | -41.6% | -4.8% |
| 3M | -23.8% | +60.7% | -84.5% | -29.6% |
| 6M | -19.6% | +80.5% | -100.1% | -27.8% |
| YTD | -16.7% | -20.4% | +3.6% | -15.5% |
| 1Y | -19.4% | -9.6% | -9.8% | -20.1% |
| 3Y | -18.3% | -30.5% | +12.2% | -18.0% |
| 5Y | +10.4% | -75.7% | +86.1% | +30.5% |
| All | -76.0% | +157.4% | -233.4% | -83.4% |
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