+54.5%
PCG vs EPAM
-81.9%
+136.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | -13.9% | +2.0% | -15.8% | -14.0% |
| 30D | -16.9% | +6.5% | -23.4% | -17.5% |
| 3M | -14.7% | +19.9% | -34.7% | -16.3% |
| 6M | -23.8% | -16.9% | -6.9% | -23.1% |
| YTD | -10.5% | -42.9% | +32.4% | -7.0% |
| 1Y | -5.1% | -30.4% | +25.3% | -3.5% |
| 3Y | -11.6% | -54.7% | +43.1% | -8.0% |
| All | +54.5% | -81.9% | +136.3% | +60.5% |
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