+30.9%
PTC vs EPAM
-31.1%
+62.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +20.6% | -20.9% | -4.4% |
| 7D | -0.1% | +23.0% | -23.1% | -4.7% |
| 30D | +0.8% | +51.6% | -50.8% | -8.3% |
| 3M | +39.6% | +50.8% | -11.2% | +26.5% |
| 6M | +41.5% | +51.1% | -9.7% | +27.0% |
| YTD | +11.7% | -19.1% | +30.8% | +12.5% |
| 1Y | +2.4% | +3.0% | -0.5% | -1.1% |
| All | +30.9% | -31.1% | +62.0% | +29.0% |
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