-14.1%
PCOR vs EPAM
-63.5%
+49.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +20.6% | -20.6% | -7.6% |
| 7D | +23.7% | +23.0% | +0.7% | +13.3% |
| 30D | +39.0% | +51.6% | -12.6% | +17.6% |
| 3M | +35.8% | +50.8% | -15.1% | +14.2% |
| 6M | +38.2% | +51.1% | -12.9% | +15.5% |
| YTD | +3.9% | -19.1% | +23.1% | +8.4% |
| 1Y | +5.7% | +3.0% | +2.7% | +1.2% |
| 3Y | +44.8% | -31.2% | +75.9% | +52.5% |
| 5Y | -19.8% | -76.5% | +56.7% | +25.0% |
| All | -14.1% | -63.5% | +49.4% | +8.5% |
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 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