-19.4%
PCG vs EPAM
-31.1%
+11.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +20.6% | -21.9% | -1.7% |
| 7D | 0.0% | +23.0% | -23.0% | -0.5% |
| 30D | +5.8% | +51.6% | -45.7% | +4.6% |
| 3M | -22.8% | +50.8% | -73.6% | -23.9% |
| 6M | -18.4% | +51.1% | -69.5% | -19.7% |
| YTD | -16.9% | -19.1% | +2.3% | -15.0% |
| 1Y | -17.6% | +3.0% | -20.6% | -18.0% |
| All | -19.4% | -31.1% | +11.7% | -22.4% |
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 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