+164.5%
EPAM vs PTEN
-40.1%
+204.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | -1.1% | +7.2% | -8.4% | -1.9% |
| 30D | +41.8% | -7.4% | +49.2% | +42.5% |
| 3M | +63.4% | -2.4% | +65.8% | +62.9% |
| 6M | +72.2% | -10.0% | +82.2% | +72.3% |
| YTD | -20.0% | +79.7% | -99.8% | -27.1% |
| 1Y | -9.0% | +86.5% | -95.5% | -17.6% |
| 3Y | -30.4% | -1.4% | -29.0% | -33.6% |
| 5Y | -75.6% | +43.9% | -119.5% | -78.5% |
| All | +164.5% | -40.1% | +204.6% | +109.9% |
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