+31.2%
PNC vs EPAM
-77.7%
+108.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.1% |
| 7D | -1.1% | +13.4% | -14.5% | -3.2% |
| 30D | +4.5% | +47.1% | -42.6% | -1.9% |
| 3M | -10.0% | +71.2% | -81.2% | -17.6% |
| 6M | +3.1% | +48.9% | -45.9% | -4.4% |
| YTD | +11.5% | -22.2% | +33.8% | +13.8% |
| 1Y | +27.3% | -5.2% | +32.4% | +25.6% |
| 3Y | +106.4% | -34.9% | +141.3% | +110.5% |
| All | +31.2% | -77.7% | +108.9% | +37.7% |
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