+316.9%
PTC vs EPAM
+165.6%
+151.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.5% | +18.5% | -18.0% | -4.8% |
| 30D | +0.9% | +44.0% | -43.1% | -9.7% |
| 3M | +30.4% | +63.0% | -32.6% | +12.7% |
| 6M | +34.4% | +67.3% | -32.8% | +13.8% |
| YTD | +12.6% | -20.5% | +33.1% | +16.0% |
| 1Y | +10.2% | -9.6% | +19.8% | +9.4% |
| 3Y | +29.4% | -30.8% | +60.2% | +31.3% |
| 5Y | +63.7% | -75.6% | +139.4% | +115.1% |
| 10Y | +316.9% | +159.6% | +157.3% | +67.3% |
| All | +316.9% | +165.6% | +151.3% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling