+736.0%
EPAM vs PTEN
-11.8%
+747.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.2% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | +6.5% | +31.2% | -24.7% | +2.8% |
| 3M | +19.9% | +2.0% | +17.9% | +18.8% |
| 6M | -16.9% | +42.4% | -59.3% | -21.5% |
| YTD | -42.9% | +109.2% | -152.1% | -48.8% |
| 1Y | -30.4% | +122.3% | -152.7% | -38.2% |
| 3Y | -54.7% | -5.6% | -49.2% | -56.5% |
| 5Y | -81.8% | +86.5% | -168.3% | -84.5% |
| 10Y | +65.5% | -22.1% | +87.6% | +30.0% |
| All | +736.0% | -11.8% | +747.8% | +512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling