-19.5%
PCG vs EPAM
-4.9%
-14.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -2.2% |
| 7D | -1.6% | +13.4% | -15.0% | -0.5% |
| 30D | +1.4% | +47.1% | -45.7% | +4.7% |
| 3M | -23.4% | +71.2% | -94.6% | -20.5% |
| 6M | -19.4% | +48.9% | -68.3% | -17.2% |
| YTD | -18.5% | -22.2% | +3.8% | -21.0% |
| 1Y | -19.5% | -5.2% | -14.4% | -21.3% |
| All | -19.5% | -4.9% | -14.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling