-3.5%
PTC vs EPAM
-54.6%
+51.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.7% | -5.5% |
| 7D | -10.3% | +2.0% | -12.2% | -10.6% |
| 30D | +1.1% | +6.5% | -5.4% | -0.7% |
| 3M | +1.6% | +19.9% | -18.3% | -3.5% |
| 6M | -13.5% | -16.9% | +3.5% | -11.5% |
| YTD | -19.1% | -42.9% | +23.8% | -11.2% |
| 1Y | -33.9% | -30.4% | -3.5% | -30.3% |
| All | -3.5% | -54.6% | +51.1% | +1.1% |
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