+223.7%
PTC vs EPAM
+65.3%
+158.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.7% | -5.4% |
| 7D | -10.3% | +2.0% | -12.2% | -10.7% |
| 30D | +1.1% | +6.5% | -5.4% | -1.3% |
| 3M | +1.6% | +19.9% | -18.3% | -4.6% |
| 6M | -13.5% | -16.9% | +3.5% | -10.3% |
| YTD | -19.1% | -42.9% | +23.8% | -7.7% |
| 1Y | -33.9% | -30.4% | -3.5% | -29.1% |
| 3Y | -3.9% | -54.7% | +50.8% | +10.8% |
| 5Y | +6.0% | -81.8% | +87.8% | +49.7% |
| All | +223.7% | +65.3% | +158.4% | +64.4% |
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