+54.3%
PTC vs EPAM
-77.4%
+131.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.0% |
| 7D | -0.2% | +13.4% | -13.6% | -3.0% |
| 30D | +0.8% | +47.1% | -46.3% | -6.9% |
| 3M | +32.1% | +71.2% | -39.1% | +18.7% |
| 6M | +42.6% | +48.9% | -6.3% | +30.2% |
| YTD | +12.0% | -22.2% | +34.2% | +14.2% |
| 1Y | +12.2% | -5.2% | +17.3% | +10.5% |
| 3Y | +31.2% | -34.9% | +66.2% | +33.5% |
| All | +54.3% | -77.4% | +131.7% | +84.5% |
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