+217.8%
PNC vs EPAM
+163.7%
+54.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -0.2% | +9.1% | -9.2% | -2.5% |
| 30D | +6.5% | +38.5% | -32.0% | -1.2% |
| 3M | -7.6% | +61.0% | -68.5% | -17.2% |
| 6M | +8.5% | +58.0% | -49.5% | -3.7% |
| YTD | +14.5% | -23.5% | +37.9% | +17.6% |
| 1Y | +29.7% | -10.5% | +40.2% | +28.6% |
| 3Y | +115.7% | -33.8% | +149.5% | +120.6% |
| 5Y | +34.6% | -78.1% | +112.7% | +68.6% |
| 10Y | +217.8% | +157.7% | +60.1% | +75.9% |
| All | +217.8% | +163.7% | +54.1% | +75.9% |
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