-81.3%
EPAM vs PTEN
+90.4%
-171.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | +6.5% | +31.2% | -24.7% | +2.9% |
| 3M | +19.9% | +2.0% | +17.9% | +19.1% |
| 6M | -16.9% | +42.4% | -59.3% | -21.7% |
| YTD | -42.9% | +109.2% | -152.1% | -49.3% |
| 1Y | -30.4% | +122.3% | -152.7% | -39.0% |
| 3Y | -54.7% | -5.6% | -49.2% | -57.8% |
| All | -81.3% | +90.4% | -171.8% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling