+157.7%
EPAM vs PTEN
-43.5%
+201.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +9.1% | -16.4% | +25.5% | +11.0% |
| 30D | +38.5% | -12.8% | +51.3% | +40.0% |
| 3M | +61.0% | +0.7% | +60.3% | +59.8% |
| 6M | +58.0% | -12.2% | +70.2% | +58.4% |
| YTD | -23.5% | +66.1% | -89.5% | -29.6% |
| 1Y | -10.5% | +69.2% | -79.8% | -18.0% |
| 3Y | -33.8% | -8.2% | -25.6% | -36.4% |
| 5Y | -78.1% | +19.2% | -97.3% | -80.3% |
| 10Y | +157.7% | -45.6% | +203.3% | +110.3% |
| All | +157.7% | -43.5% | +201.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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