+528.1%
PNC vs EPAM
+751.2%
-223.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.6% |
| 7D | +1.4% | +2.0% | -0.6% | +1.0% |
| 30D | -3.8% | +6.5% | -10.4% | -5.4% |
| 3M | +9.0% | +19.9% | -10.9% | +4.1% |
| 6M | +16.6% | -16.9% | +33.6% | +19.3% |
| YTD | +20.4% | -42.9% | +63.3% | +31.6% |
| 1Y | +22.3% | -30.4% | +52.7% | +28.0% |
| 3Y | +124.5% | -54.7% | +179.3% | +148.9% |
| 5Y | +54.1% | -81.8% | +135.9% | +89.6% |
| 10Y | +276.3% | +65.5% | +210.8% | +177.4% |
| All | +528.1% | +751.2% | -223.1% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling