+34.6%
PNC vs EPAM
-78.1%
+112.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -0.2% | +9.1% | -9.2% | -1.8% |
| 30D | +6.5% | +38.5% | -32.0% | +0.9% |
| 3M | -7.6% | +61.0% | -68.5% | -14.6% |
| 6M | +8.5% | +58.0% | -49.5% | -0.4% |
| YTD | +14.5% | -23.5% | +37.9% | +17.1% |
| 1Y | +29.7% | -10.5% | +40.2% | +29.2% |
| 3Y | +115.7% | -33.8% | +149.5% | +119.5% |
| 5Y | +34.6% | -78.1% | +112.7% | +41.6% |
| All | +34.6% | -78.1% | +112.7% | +41.6% |
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 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