+29.1%
PNC vs EPAM
-11.8%
+40.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | -0.2% | +9.1% | -9.2% | -0.5% |
| 30D | +6.5% | +38.5% | -32.0% | +4.3% |
| 3M | -7.6% | +61.0% | -68.5% | -10.5% |
| 6M | +8.5% | +58.0% | -49.5% | +4.6% |
| YTD | +14.5% | -23.5% | +37.9% | +14.0% |
| All | +29.1% | -11.8% | +40.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling