-41.4%
PCOR vs EPAM
-81.9%
+40.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.4% |
| 7D | -9.0% | +2.0% | -10.9% | -9.6% |
| 30D | +4.2% | +6.5% | -2.4% | +1.0% |
| 3M | +14.4% | +19.9% | -5.5% | +5.6% |
| 6M | +0.2% | -16.9% | +17.1% | +5.9% |
| YTD | -20.3% | -42.9% | +22.6% | -4.0% |
| 1Y | -16.1% | -30.4% | +14.2% | -6.1% |
| 3Y | -14.7% | -54.7% | +40.0% | +5.8% |
| All | -41.4% | -81.9% | +40.5% | -2.0% |
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