-14.4%
PCOR vs EPAM
-64.9%
+50.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.1% |
| 7D | +22.7% | +13.4% | +9.3% | +15.9% |
| 30D | +37.5% | +47.1% | -9.6% | +17.5% |
| 3M | +35.2% | +71.2% | -36.0% | +9.1% |
| 6M | +42.2% | +48.9% | -6.7% | +19.5% |
| YTD | +3.6% | -22.2% | +25.8% | +9.5% |
| 1Y | -4.8% | -5.2% | +0.4% | -6.2% |
| 3Y | +48.3% | -34.9% | +83.3% | +59.4% |
| 5Y | -20.1% | -77.4% | +57.3% | +26.3% |
| All | -14.4% | -64.9% | +50.5% | +9.6% |
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