+54.5%
PTC vs EPAM
-77.2%
+131.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +20.6% | -20.9% | -4.1% |
| 7D | -0.1% | +23.0% | -23.1% | -4.3% |
| 30D | +0.8% | +51.6% | -50.8% | -7.4% |
| 3M | +39.6% | +50.8% | -11.2% | +27.8% |
| 6M | +41.5% | +51.1% | -9.7% | +28.8% |
| YTD | +11.7% | -19.1% | +30.8% | +13.2% |
| 1Y | +2.4% | +3.0% | -0.5% | -0.6% |
| 3Y | +31.9% | -31.2% | +63.1% | +32.9% |
| 5Y | +54.5% | -76.5% | +131.0% | +80.6% |
| All | +54.5% | -77.2% | +131.7% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling