+31.2%
PTC vs EPAM
-33.7%
+64.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.0% |
| 7D | -0.2% | +13.4% | -13.6% | -3.2% |
| 30D | +0.8% | +47.1% | -46.3% | -7.8% |
| 3M | +32.1% | +71.2% | -39.1% | +17.3% |
| 6M | +42.6% | +48.9% | -6.3% | +28.4% |
| YTD | +12.0% | -22.2% | +34.2% | +13.7% |
| 1Y | +12.2% | -5.2% | +17.3% | +10.0% |
| 3Y | +31.2% | -34.9% | +66.2% | +30.3% |
| All | +31.2% | -33.7% | +64.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling