+311.9%
PTC vs EPAM
+157.4%
+154.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +1.2% | +42.3% | -41.1% | -9.1% |
| 3M | +27.4% | +60.7% | -33.3% | +10.6% |
| 6M | +39.2% | +80.5% | -41.3% | +15.4% |
| YTD | +12.5% | -20.4% | +32.9% | +15.9% |
| 1Y | +12.3% | -9.6% | +21.9% | +11.5% |
| 3Y | +28.8% | -30.5% | +59.3% | +30.6% |
| 5Y | +60.9% | -75.7% | +136.6% | +111.8% |
| All | +311.9% | +157.4% | +154.5% | +62.4% |
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