+271.4%
PNC vs EPAM
+65.2%
+206.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | -3.8% | +18.4% | -22.2% | -7.3% |
| 3M | +7.8% | +19.2% | -11.4% | +2.7% |
| 6M | +19.7% | -21.0% | +40.7% | +24.1% |
| YTD | +19.1% | -43.7% | +62.8% | +31.7% |
| 1Y | +23.1% | -29.9% | +53.0% | +29.0% |
| 3Y | +132.1% | -56.5% | +188.7% | +161.7% |
| 5Y | +52.2% | -81.7% | +133.9% | +94.6% |
| 10Y | +271.4% | +64.5% | +206.9% | +127.0% |
| All | +271.4% | +65.2% | +206.2% | +127.0% |
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 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